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Tests of Loglinear and Linear Relative Risks for Cox's Model

Ingrid A. Baade and Anthony N. Pettitt
Biometrics
Vol. 51, No. 4 (Dec., 1995), pp. 1502-1513
DOI: 10.2307/2533280
Stable URL: http://www.jstor.org/stable/2533280
Page Count: 12
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Tests of Loglinear and Linear Relative Risks for Cox's Model
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Abstract

A score test statistic is derived to test for the loglinear relative risk function in the Cox proportional hazards model for failure time data. The loglinear and linear relative risk functions are embedded within a power family transformation of the linear predictor. In two simple cases some empirical results are obtained for the score test statistic using expected information and for the likelihood ratio statistic. Both statistics have distributions well approximated by the chi-squared distribution. Problems of identifiability and problems associated with the linear relative risk model are also discussed. A real example is given.

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