Lifetime Data Analysis

, Volume 8, Issue 1, pp 21–34

Validation of A Heteroscedastic Hazards Regression Model

  • Hong-Dar Isaac Wu
  • Fushing Hsieh
  • Chen-Hsin Chen
Article

DOI: 10.1023/A:1013566631377

Cite this article as:
Wu, H.I., Hsieh, F. & Chen, C. Lifetime Data Anal (2002) 8: 21. doi:10.1023/A:1013566631377

Abstract

A Cox-type regression model accommodating heteroscedasticity, with a power factor of the baseline cumulative hazard, is investigated for analyzing data with crossing hazards behavior. Since the approach of partial likelihood cannot eliminate the baseline hazard, an overidentified estimating equation (OEE) approach is introduced in the estimation procedure. Its by-product, a model checking statistic, is presented to test for the overall adequacy of the heteroscedastic model. Further, under the heteroscedastic model setting, we propose two statistics to test the proportional hazards assumption. Implementation of this model is illustrated in a data analysis of a cancer clinical trial.

heteroscedasticityCox modelproportional hazardscrossing hazards

Copyright information

© Kluwer Academic Publishers 2002

Authors and Affiliations

  • Hong-Dar Isaac Wu
    • 1
  • Fushing Hsieh
    • 2
  • Chen-Hsin Chen
    • 1
  1. 1.School of Public HealthChina Medical CollegeTaichungTaiwan
  2. 2.Institute of Statistical ScienceAcademia SinicaTaipeiTaiwan