A likelihood ratio test for monotone baseline hazard functions in the Cox model

DOI10.5705/SS.2013.046zbMATH Open1415.62075arXiv1304.1295OpenAlexW2964165000MaRDI QIDQ2950211FDOQ2950211

Authors: Gabriela F. Nane 

Publication date: 8 October 2015

Published in: STATISTICA SINICA (Search for Journal in Brave)

Abstract: We consider a likelihood ratio method for testing whether a monotone baseline hazard function in the Cox model has a particular value at a fixed point. The characterization of the estimators involved is provided both in the nondecreasing and the nonincreasing setting. These characterizations facilitate the derivation of the asymptotic distribution of the likelihood ratio test, which is identical in the nondecreasing and in the nonincreasing case. The asymptotic distribution of the likelihood ratio test enables, via inversion, the construction of pointwise confidence intervals. Simulations show that these confidence intervals exhibit comparable coverage probabilities with the confidence intervals based on the asymptotic distribution of the nonparametric maximum likelihood estimator of a monotone baseline hazard function.

Full work available at URL: https://arxiv.org/abs/1304.1295

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zbMATH Keywords

Cox modellikelihood ratio testnonparametric maximum likelihood estimationshape constrained estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20) Testing in survival analysis and censored data (62N03)

Cited In (8)

• Likelihood ratio tests for continuous monotone hazards with an unknown change point
• Limit theory in monotone function estimation
• Likelihood ratio tests for monotone functions.
• Prior specifications to handle the monotone likelihood problem in the Cox regression model
• Isotonized smooth estimators of a monotone baseline hazard in the Cox model
• Smooth estimation of a monotone hazard and a monotone density under random censoring
• A solution to the problem of monotone likelihood in Cox regression
• On the L_p error of the Grenander‐type estimator in the Cox model

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