Lifetime Data Analysis

, Volume 4, Issue 2, pp 109–120

A Simplified Method of Calculating an Overall Goodness-of-Fit Test for the Cox Proportional Hazards Model

  • Susanne May
  • David W. Hosmer

DOI: 10.1023/A:1009612305785

Cite this article as:
May, S. & Hosmer, D.W. Lifetime Data Anal (1998) 4: 109. doi:10.1023/A:1009612305785


Gronnesby and Borgan (1996) propose an overall goodness-of-fit test for the Cox proportional hazards model. The basis of their test is a grouping of subjects by their estimated risk score. We show that the Gronnesby and Borgan test is algebraically identical to one obtained from adding group indicator variables to the model and testing the hypothesis the coefficients of the group indicator variables are zero via the score test. Thus showing that the test can be calculated using existing software. We demonstrate that the table of observed and estimated expected number of events within each group of the risk score is a useful adjunct to the test to help identify potential problems in fit.

Goodness-of-fit score test martingale residuals risk score 

Copyright information

© Kluwer Academic Publishers 1998

Authors and Affiliations

  • Susanne May
    • 1
  • David W. Hosmer
    • 1
  1. 1.Department of Biostatistics and EpidemiologyUniversity of Massachusetts at AmherstUSA

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