Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: hazreg
See also: hazdat hazregll hazbeta

Quantlet: haztest
Description: calculates the value of the test statistic, the degree of freedom, and the P-value for the likelihood ratio test, Wald's test and the score test for Cox's Proportional Hazards model.

Usage: {testt, val, df, pval} = haztest(data, index)
Input:
data n x (p+4) matrix, the first column is the sorted survival time t, followed by the sorted delta, inidcating if censoring has occured, labels l, a column containing the number of ties, and lastly, the sorted covariate matrix z.
index p x 1 vector, with ith element = 0 when beta[i] = 0 is in the null hypothesis, and 1, otherwise.
Output:
testt a table with values of the test statistics, degrees of freedom, and p-values for the likelihood ratio test, Wald's test and the score test.
val 3 x 1 vector, values of the test statistics.
df scalar, degree of freedom.
pval 3 x 1 vector, P-values of the tests.

Example:

library("hazreg") 

n = 20

p = 2

beta = 1|2                    ; regression parameter

z = 1 + uniform(n,p)          ; covariates

y = -log(1-uniform(n))        ; exponential survival

y = y./exp(z*beta)            ; covariate effects

c = 4*uniform(n)              ; uniform censoring

t = min(y~c,2)                ; censored time             

delta = (y<=c)                ; censoring indicator            

{data,ties} = hazdat(t,delta, z) ; preparing data

index = 1|0                      ; testing whether the second

; coefficient is zero

{testt, val, df, pval} = haztest(data, index)  

testt                            ; test results                              

Result:

The second parameter of beta is tested to be zero or 

not by likelihood ratio, Wald's and score tests. 


Library: hazreg
See also: hazdat hazregll hazbeta

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Lijian Yang, B. Grund 000307
(C) MD*TECH Method and Data Technologies, 21.9.2000