A Test Procedure for Checking the Proportionality Between Hazard Functions

  • Lee, Seong-Won (Department of Computer Science, Chungbuk National University) ;
  • Kim, Ju-Seong (Department of Information Statistics, Chungbuk National University)
  • Published : 2003.08.31

Abstract

We propose a nonparametric test procedure for checking the proportionality assumption between hazard functions using a functional equation. Because of the involvement of censoring distribution function, we consider the large sample case only and obtain the asymptotic normality of the proposeed test statistic. Then we discuss the rationale of the use of the functional equation, give some examples and compare the performances with Andersen's procedure by computing powers through simulations.

Keywords