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Performance of goodness-of-fit tests for the Cox proportional hazards model with time-varying covariates

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Abstract

There are few readily-implemented tests for goodness-of-fit for the Cox proportional hazards model with time-varying covariates. Through simulations, we assess the power of tests by Cox (J R Stat Soc B (Methodol) 34(2):187–220, 1972), Grambsch and Therneau (Biometrika 81(3):515–526, 1994), and Lin et al. (Biometrics 62:803–812, 2006). Results show that power is highly variable depending on the time to violation of proportional hazards, the magnitude of the change in hazard ratio, and the direction of the change. Because these characteristics are unknown outside of simulation studies, none of the tests examined is expected to have high power in real applications. While all of these tests are theoretically interesting, they appear to be of limited practical value.

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Author notes

  1. Shannon Grant

    Present address: Fred Hutchinson Cancer Research Center, Seattle, WA, USA

Authors and Affiliations

  1. University of Washington, Seattle, WA, USA

    Shannon Grant

  2. Fred Hutchinson Cancer Research Center, Seattle, WA, USA

    Ying Qing Chen

  3. Department of Biostatistics, University of Washington, Box 357232, Seattle, WA, 98195-7232, USA

    Susanne May

Authors
  1. Shannon Grant
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  2. Ying Qing Chen
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  3. Susanne May
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Correspondence to Susanne May.

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Grant, S., Chen, Y.Q. & May, S. Performance of goodness-of-fit tests for the Cox proportional hazards model with time-varying covariates. Lifetime Data Anal 20, 355–368 (2014). https://doi.org/10.1007/s10985-013-9277-1

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  • DOI: https://doi.org/10.1007/s10985-013-9277-1

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