4.5 Article

Aalen additive hazards change-point model

Journal

BIOMETRIKA
Volume 94, Issue 4, Pages 861-872

Publisher

OXFORD UNIV PRESS
DOI: 10.1093/biomet/asm054

Keywords

Aalen's additive model; change-point; counting process; hazard model; survival data; time-varying effect

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We study a test comparing the full Aalen additive hazards model and the change-point model, and suggest how to estimate the parameters of the change-point model. We also study a test for no change-point effect. Both tests are provided with large sample properties and a resampling method is applied to obtain p-values. The finite-sample properties of the proposed inference procedures and estimators are assessed through a simulation study. The methods are further applied to a dataset concerning myocardial infarction.

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