The Loss in Efficiency from Misspecifying Covariates in Proportional Hazards Regression Models
研究了比例风险回归模型中,当协变量形式设定错误时,基于部分似然得分检验的渐近效率损失,可用于评估不同错误设定的后果。
This note considers partial likelihood score tests for association between a covariate process and survival time based on a proportional hazards regression model. We derive the asymptotic efficiency of the test based on a misspecified form of the covariate process relative to the test based on the correct form. The results can be used to assess the consequences of various types of misspecification.