A simplified method of calculating an overall goodness-of-fit test for the cox proportional hazards model

被引：170

作者：

May, S ^{[1
]}

Hosmer, DW ^{[1
]}

机构：

[1] Univ Massachusetts, Dept Biostat & Epidemiol, Amherst, MA 01003 USA

来源：

LIFETIME DATA ANALYSIS | 1998年 / 4卷 / 02期

关键词：

goodness-of-fit; score test; martingale residuals; risk score;

D O I：

10.1023/A:1009612305785

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Gronnesby and Borgan (1996) propose an overall goodness-of-fit test for the Cox proportional hazards model. The basis of their test is a grouping of subjects by their estimated risk score. We show that the Gronnesby and Borgan test is algebraically identical to one obtained from adding group indicator variables to the model and testing the hypothesis the coefficients of the group indicator variables are zero via the score test. Thus showing that the test can be calculated using existing software. We demonstrate that the table of observed and estimated expected number of events within each group of the risk score is a useful adjunct to the test to help identify potential problems in fit.

引用

页码：109 / 120

页数：12

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