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Testing goodness of fit for proportional hazards model with censored observations. (English) Zbl 0547.62070
Summary: A numerical omnibus test of fit for the two-sample proportional hazards model is proposed for randomly censored observations. The test is derived from Cox’s partial likelihood and does not need a dummy time-dependent covariate or any partition of the time-axis. Consistency of the test is established. Examples are provided for illustration.

MSC:
62P10 Applications of statistics to biology and medical sciences; meta analysis
62G10 Nonparametric hypothesis testing
62N05 Reliability and life testing
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