Testing proportional hazards for specified covariates

Abstract

Tests for proportional hazards assumption concerning specified covariates or groups of covariates are proposed. The class of alternatives is wide: log-hazard rates under different values of covariates may cross, approach, go away. The data may be right censored. The limit distribution of the test statistic is derived. Power of the test against approaching alternatives is given. Real data examples are considered.

Keywords

• Cox proportional hazards model
• non-proportional hazards
• right censored data
• asymptotic distribution