Author： May S. Hosmer D.W.
Publisher： Springer Publishing Company
ISSN： 1380-7870
Source： Lifetime Data Analysis, Vol.4, Iss.2, 1998-06, pp. : 109-120
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
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.
Related content
Access to resources
Recommend
An Adaptive Goodness-of-Fit Test
By Grane Aurea
Communications in Statistics: Theory and Methods, Vol. 35, Iss. 6, 2006-01 ,pp. :