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Biometrika Advance Access published online on August 5, 2007
Biometrika, doi:10.1093/biomet/asm054
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Copyright © 2007 Biometrika Trust

Article

Aalen additive hazards change-point model

Torben Martinussen

Department of Natural Sciences, The Royal Veterinary and Agricultural University, Thorvaldsensvej 40, DK-1871 Frederiksberg C, Denmark

Thomas H. Scheike

Department of Biostatistics, University of Copenhagen, Øster Farimagsgade 5 opg. B, 1014 Copenhagen K, Denmark

torbenm{at}dina.kvl.dk

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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This Article
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