Marginal Distribution Plots for Proportional Hazards Models with Time-Dependent Covariates or Time-Varying Regression Coefficients

Qiqing Yu, Junyi Dong, George Wong
2017 Open Journal of Statistics  
Given a sample of regression data from ( ) , Y Z , a new diagnostic plotting method is proposed for checking the hypothesis 0 in the case that the data do not satisfy any Cox model or the Cox model is mis-specified. Then the new test is still valid, but not the residual tests and the residual tests often make type II error with a very large probability. , be i.i.d. copies of ( ) meter vector, o h and β are unknown, and p does not depend on n . The model is referred as the time-independent
more » ... e-independent covariate PH (TIPH) model. This model has been extended in two ways: 1) the covariate is time-dependent, i.e.,
doi:10.4236/ojs.2017.71008 fatcat:ct7ghogd4zhefdcaqubcn7qtm4