A smooth test of goodness-of-fit for the baseline hazard function in recurrent event models
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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.
Description
Conference paper
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.
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.
Keywords
baseline hazard function, goodn ess-of-fit, power, recurrent events, smooth tests