Testing for the Proportionality of Hazards in Two Samples Against the Increasing Cumulative Hazard Ratio Alternative

D. Sengupta, A. Bhattacharjee, B. Rajeev

    Research output: Contribution to journalArticlepeer-review

    18 Citations (Scopus)

    Abstract

    A number of tests of the proportional hazards hypothesis have been proposed in the past. In recent years, researchers have proposed tests geared specially for the alternative hypothesis of "increasing hazard ratio", keeping in mind the case of crossing hazards. This alternative may be too restrictive in many situations. In this paper we develop a test of the proportional hazards model for the weaker "increasing cumulative hazard ratio" alternative. The work is motivated by a data analytic example given by Gill & Schumacher (1987) where their test fails to reject the null hypothesis even though the faster ageing of one group is quite apparent from a plot. The normalized test statistic proposed here has an asymptotically normal distribution under either hypothesis. We also present two graphical methods related to our analytical test.
    Original languageEnglish
    Pages (from-to)637-647
    Number of pages11
    JournalScandinavian Journal of Statistics
    Volume25
    Issue number4
    DOIs
    Publication statusPublished - Dec 1998

    Keywords

    • Counting process
    • Graphical method
    • Hazard ratio
    • Martingale convergence

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