Identifying a Time - dependent Covariate E ect in theAdditive Risk
نویسندگان
چکیده
SUMMARY We develop a method to identify a time dependent covariate eeect in the partly parametric additive risk model. The proposed method is based on a formal hypothesis test, whereas previously only an ad hoc procedure was available. Rates of convergence of restricted maximum likelihood estimators of regression coeecients based on the method of sieves play an important role in the development. We carry out a simulation study to assess the performance of the proposed test. We also apply our test to real data from a clinical trial on myelomatosis.
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