A smooth test of goodness-of-fit for the baseline hazard function in recurrent event models

Abstract

In this paper, we formulate a smooth test of goodness-of-fit for a simple hypothesis about the baseline hazard function in recurrent-event models. The formulation is an extension of Neyman' s goodness-of-fit approach, whose score tests are obtained by embedding the null hypothesis in a larger class of hazard rate functions. Since the application is in recurrent event models , the data is dynamic.A useful feature about this test is the parametric approach that makes inference about the hazard function more efficient. To examine the finite-sample properties of this test, we used simulated data . For validation, we applied the test to a real-life recurrent event data. Results show that the test possesses better power over wide range of alternatives, when compared with similar tests of the chi-square type in the literature.