Biometrika Advance Access originally published online on August 5, 2007
Biometrika 2007 94(4):861-872; doi:10.1093/biomet/asm054
Articles |
Aalen Additive Hazards Change-Point Model
Department of Natural Sciences, The Royal Veterinary and Agricultural University, Thorvaldsensvej 40, DK-1871 Frederiksberg C, Denmark torbenm{at}dina.kvl.dk
Department of Biostatistics, University of Copenhagen, Øster Farimagsgade 5 opg. B, 1014 Copenhagen K, Denmark ts{at}biostat.ku.dk
Received for publication 1 February 2006. Revision received 1 January 2007.
We study a test comparing the full Aalen additive hazards model and the change-point model, and suggest how to estimate the parameters of the change-point model. We also study a test for no change-point effect. Both tests are provided with large sample properties and a resampling method is applied to obtain p-values. The finite-sample properties of the proposed inference procedures and estimators are assessed through a simulation study. The methods are further applied to a dataset concerning myocardial infarction.
Key Words: Aalen's additive model • Change-point • Counting process • Hazard model • Survival data • Time-varying effect
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