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Biometrika 2003 90(3):577-584; doi:10.1093/biomet/90.3.577
© 2003 by Biometrika Trust
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Khmaladze-type graphical evaluation of the proportional hazards assumption

John O'Quigley1

1 Department of Biostatistics, Institut Curie, 26 rue d'Ulm, 75005 Paris, France joq{at}biomath.jussieu.fr

Khmaladze-type goodness-of-fit tests are based on transforming an appropriate empirical process to one with a known large-sample distribution.Using Donsker's theorem, together with a theorem for proportional hazards generalising a theorem of Xu & O'Quigley (1999), we indicate how to construct a Khmaladze-type graphical test for evaluating the proportional hazards assumption. An illustration is given in which a partially proportional hazards model can be seen to provide a noticeably improved fit over a fully proportional hazards model.

Key Words: Goodness of fit; Khmaladze process; Proportional hazards regression

Received September 2001. Revised December 2002


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