ArticleOriginal scientific text
Title
On a robust significance test for the Cox regression model
Authors 1, 1
Affiliations
- Institute of Economic Sciences, Wrocław University, Pl. Uniwersytecki 1, 50-137 Wrocław, Poland
Abstract
A robust significance testing method for the Cox regression model, based on a modified Wald test statistic, is discussed. Using Monte Carlo experiments the asymptotic behavior of the modified robust versions of the Wald statistic is compared with the standard significance test for the Cox model based on the log likelihood ratio test statistic.
Keywords
robuat estimation, Wald test
Bibliography
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Pages:
221-233
Main language of publication
English
Received
2006-11-26
Accepted
2007-02-08
Published
2006
DOI: 10.7151/dmps.1084
Exact and natural sciences