An omnibus test of change-point Cox regression models to improve the statistical power of detecting signals of non-proportional hazards patterns. The technical details can be found in Hong Zhang, Qing Li, Devan Mehrotra and Judong Shen (2021) <arXiv:2101.00059>. Extensive simulation studies demonstrate that, compared to existing tests under non-proportional hazards, the proposed CauchyCP test 1) controls the type I error better at small alpha levels; 2) increases the power of detecting time-varying effects; and 3) is more computationally efficient.
Package details |
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Author | Hong Zhang |
Maintainer | Hong Zhang <hzhang@wpi.edu> |
License | GPL-2 |
Version | 0.1.1 |
Package repository | View on CRAN |
Installation |
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