A likelihood ratio test for monotone baseline hazard functions in the cox model

Likelihood Ratio Tests for Monotone Functions

Ve study the problem of testing for equality at a fixed point in the setting of nonparametric estimation of a monotone function. The likelihood ratio test for this hypothesis is derived in the particular case of interval censoring (or current status data) and its limiting distribution is obtained. The limiting distribution is that of the integral of the difference of the squared slope processes...

Estimating a smooth baseline hazard function for the Cox model

The aim of fitting a Cox model to time-to-event data is to estimate the effect of covariates on the baseline hazard function. The baseline hazard function, not itself estimated within the model, is the hazard function obtained when all covariate are set to zero. In several applications, it is important to have an explicit, preferably smooth, estimate of the baseline hazard function, or more gen...

Bias Of The Cox Model Hazard Ratio

A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Outliers in a Normal Sample

Usually when performing a statistical test or estimation procedure, we assume the data are all observations of i.i.d. random variables, often from a normal distribution. Sometimes, however, we notice in a sample one or more observations that stand out from the crowd. These observation(s) are commonly called outlier(s). Outlier tests are more formal procedures which have been developed for detec...

Testing for the Monotone Likelihood Ratio Assumption

Monotonicity of the likelihood ratio for conditioned densities is a common technical assumption in economic models. But we have found no empirical tests for its plausibility. This paper develops such a test based on the theory of order-restricted inference, which is robust with respect to the correlation structure of the distributions being compared. We apply the test to study the technology re...