, Volume 4, Issue 2, pp 109120
First online:
A Simplified Method of Calculating an Overall GoodnessofFit Test for the Cox Proportional Hazards Model
 Susanne MayAffiliated withDepartment of Biostatistics and Epidemiology, University of Massachusetts at Amherst
 , David W. HosmerAffiliated withDepartment of Biostatistics and Epidemiology, University of Massachusetts at Amherst
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Gronnesby and Borgan (1996) propose an overall goodnessoffit 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.
 Title
 A Simplified Method of Calculating an Overall GoodnessofFit Test for the Cox Proportional Hazards Model
 Journal

Lifetime Data Analysis
Volume 4, Issue 2 , pp 109120
 Cover Date
 199806
 DOI
 10.1023/A:1009612305785
 Print ISSN
 13807870
 Online ISSN
 15729249
 Publisher
 Kluwer Academic Publishers
 Additional Links
 Topics
 Keywords

 Goodnessoffit
 score test
 martingale residuals
 risk score
 Industry Sectors
 Authors

 Susanne May ^{(1)}
 David W. Hosmer ^{(1)}
 Author Affiliations

 1. Department of Biostatistics and Epidemiology, University of Massachusetts at Amherst, USA