### Abstract

Several omnibus tests of the proportional hazards assumption have been proposed in the literature. In the two-sample case, tests have also been developed against non-parametrically specified ordered alternatives. This paper considers a natural extension of such monotone ordering to the case of continuous covariates, and develops tests for the proportional hazards assumption against such ordered alternatives. Small sample properties of the tests are explored. The use of the test statistics, and use of histogram sieve estimators in the case where proportionality does not hold, are illustrated with application to data on strike durations.

Original language | English |
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Place of Publication | Cambridge |

Publisher | Faculty of Economics, University of Cambridge |

Number of pages | 22 |

Publication status | Published - 2002 |

### Publication series

Name | Cambridge Working Papers in Economics |
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Publisher | Faculty of Economics, University of Cambridge |

No. | 0220 |

### Keywords

- proportional hazards model
- Increasing hazard ratio
- increasing ratio of cumulative hazards
- ordered (monotone) alternatives
- two-sample problem
- Histogram sieve estimators

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## Cite this

Bhattacharjee, A., & Das, S. (2002).

*Testing Proportionality in Duration Models with Respect to Continuous Covariates*. (Cambridge Working Papers in Economics; No. 0220). Faculty of Economics, University of Cambridge. http://ideas.repec.org/p/cam/camdae/0220.html