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Biometrika 1986 73(2):513-515; doi:10.1093/biomet/73.2.513
© 1986 by Biometrika Trust
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Miscellanea

On D. Schoenfeld's approach for testing the proportional hazards assumption

T. MOREAU, J. O'QUIGLEY and J. LELLOUCH

Institut National de la Santé et de la Recherche Médicale 94807 Villejuif Cedex, France

A goodness-of-fit score statistic for the proportional hazards assumption is derived from a partial likelihood and is shown to be a simplification of Schoenfeld's (1980) statistic. In the case of the several group problem, the test statistic may be formulated as a simple sum of quadratic expressions; a conservative form is also given in this case.

Key Words: Goodness-of-fit • Partial likelihood • Proportional hazards model • Score test


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