Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Goodness of Fit Tests of Cox's Proportional Hazards Model

  • Song, Hae-Hiang (Department of Biostatistics, Catholic University Medical College, Seoul 137-701) ;
  • Lee, Sun-Ho (Department of Mathematics, Sejong University, Seoul 133-747)
  • Published : 1994.12.01
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Abstract

Graphical and numerical methods for checking the assumption of proportional hazards of Cox model for censored survival data are discussed. The strenths and weaknessess of several goodness of fit tests for the propotional hazards for the two-sample problem are evaluated with Monte Carlo simulations, and the tests of Schoenfeld (1980), Andersen (1982), Wei (1984), and Gill and Schumacher (1987) are considered. The goodness of fit methods are illustrated with the survival data of patients who had chronic liver disease and had been treated with the endoscopy injection sclerotheraphy. Two other examples of data known to have nonpropotional hazards are also used in the illustration.

Keywords

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