The Mizon–Richard Encompassing Test for the Cox and Aalen Additive Hazards Models

DOI10.1111/J.1541-0420.2007.00840.XMaRDI QIDQ5450468zbMATH OpenOpenAlexWikidataFDO

Authors Torben Martinussen, Odd O. Aalen, Thomas H. Scheike

Publication date 20 March 2008

Published in Biometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1541-0420.2007.00840.x

zbMATH Keywords

Cox modelcounting processessurvival datagoodness of fitAalen's additive modelencompassing testMizon-Richard test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in survival analysis and censored data (62N02) Applications of statistics to biology and medical sciences; meta analysis (62P10) Testing in survival analysis and censored data (62N03)

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Cites work

• scientific article; zbMATH DE number 635763 (Why is no real title available?)
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• scientific article; zbMATH DE number 3320085 (Why is no real title available?)
• scientific article; zbMATH DE number 3385132 (Why is no real title available?)
• A flexible additive multiplicative hazard model
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• Comparing nonnested Cox models
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• Efficient Estimation of Fixed and Time‐varying Covariate Effects in Multiplicative Intensity Models
• Inference for a nonlinear counting process regression model
• Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models
• Misspecified proportional hazard models
• Nonparametric survival analysis with time-dependent covariate effects: A penalized partial likelihood approach
• On Goodness-of-Fit Tests for Aalen's Additive Risk Model
• On the Cox Model With Time-Varying Regression Coefficients
• Proportional hazards tests and diagnostics based on weighted residuals
• The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
• The underlying structure of nonnested hypothesis tests
• Time-dependent coefficients in a Cox-type regression model

Cited in

(1)

• Model checks for Cox-type regression models based on optimally weighted martingale residuals

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