Fall 2002 Seminar Series - November 21, 2002
University of Minnesota
School of Statistics
College of Liberal Arts
Semiparametric lack-of-fit tests for the Aalen
hazard regression model
Birgit Grund
School of Statistics
University of Minnesota
Thursday, November 21, 2002
4:00 PM, 115
Ford Hall
Minneapolis, East Bank Campus
Social at 3:30 PM, 300
Ford Hall
Abstract
The goal is to investigate the influence of covariates
on the hazard function for time-to-event data; covariates are measured only
once, at baseline. In the Aalen model, contributions of covariates to
the hazard function are additive, and may change over time. Regression
coefficients are curves over time. Usually, these regression coefficient
curves are estimated nonparametrically; there are no model assumption on
their shape. Breaking free of parametric model assumptions comes at a price;
nonparametric estimates for the regression coefficient curves are difficult
to interpret, and they require a large sample size.
In this talk, I will discuss bootstrap tests for the hypothesis that some
of the regression coefficients are constant versus a nonparametric alternative.
This is very different from classical model choice, where we test whether
certain coefficients are zero (corresponding covariates could be dropped
from the model). In essence, we are testing whether a certain curve can
be adequately estimated under a given parametric model, or whether we should
go to the expense of nonparametric curve estimation. The talk will be
short on theory and long on bootstrap (censored data) and simulations.