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A nonparametric test for diagnosis of the proportionality assumption

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Abstract

We propose a nonparametric test for diagnosis of the proportionality assumption between hazard functions based on a functional equation. Because of involvement of censoring distribution, we consider the test procedure in an asymptotic manner and obtain the asymptotic normality for the proposed test statistic. Then we discuss the rationale of use of the functional equation for the initial effect model. Finally we compare our test with others using an example.

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Authors and Affiliations

  1. Department of Informational Statistics, Korea University, 208 Seochang-ri Jochiwon, 339-700, Choong-nam, South Korea

    Jong-Hoo Choi

  2. Department of Statistics, Chong-ju University, Chong-ju, 360-764, Choong-book, South Korea

    Hyo-Il Park

Authors
  1. Jong-Hoo Choi
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  2. Hyo-Il Park
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Choi, JH., Park, HI. A nonparametric test for diagnosis of the proportionality assumption. Statistical Papers 48, 467–477 (2007). https://doi.org/10.1007/s00362-006-0348-1

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  • DOI: https://doi.org/10.1007/s00362-006-0348-1

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