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Proportional-hazards time interaction (βk​(t)=βk​+γk​g(t))

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Survival analysis Cox proportional-hazards model Proportional hazards assumption test
2026-10-07  0 By others on same topic  0 Discussions Create my own version
A time interaction extends a constant-coefficient Cox proportional-hazards model by a covariate term zk​g(t) and tests whether its coefficient is zero. The time function is evaluated at the current event/risk-set time, not each person's eventual outcome time. Scaled Schoenfeld residuals provide related graphical and score-test diagnostics for coefficient trends.

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  1. Proportional hazards assumption test
  2. Cox proportional-hazards model
  3. Survival analysis
  4. Probability and statistics
  5. Area of mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 32 / 7 / iii / Solution

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