Identifying Nonproportional Covariates in the Cox Model
From MaRDI portal
(Redirected from Publication:5457985)
Recommendations
- Data-driven smooth tests of the proportional hazards assumption
- A smooth test in proportional hazard survival models using local partial likelihood fitting
- Testing proportional hazards for specified covariates
- On Estimation and Tests of Time-Varying Effects in the Proportional Hazards Model
- scientific article; zbMATH DE number 168112
Cites work
- Checking the Cox model with cumulative sums of martingale-based residuals
- Cox's regression model for counting processes: A large sample study
- Data-driven smooth tests of the proportional hazards assumption
- Generalized martingale-residual processes for goodness-of-fit inference in Cox's type regression models
- On Estimation and Tests of Time-Varying Effects in the Proportional Hazards Model
- Proportional hazards tests and diagnostics based on weighted residuals
- Time-dependent coefficients in a Cox-type regression model
Cited in
(6)- Comparing nonnested Cox models
- A smooth test in proportional hazard survival models using local partial likelihood fitting
- Smoothing Spline-Based Score Tests for Proportional Hazards Models
- Testing for Covariate Effect in the Cox Proportional Hazards Regression Model
- Testing proportional hazards for specified covariates
- Data-driven smooth tests of the proportional hazards assumption
This page was built for publication: Identifying Nonproportional Covariates in the Cox Model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5457985)
