Article
A homoscedasticity test for the accelerated failure time model
Computational Statistics
Document Type
Article
Publication Date
9-27-2018
DOI
10.1007/s00180-018-0840-9
Disciplines
Abstract
The semiparametric accelerated failure time (AFT) model is a popular linear model in survival analysis. AFT model and its associated inference methods assume homoscedasticity of the survival data. It is shown that violation of this assumption will lead to inefficient parameter estimation and anti-conservative confidence interval estimation, and thus, misleading conclusions in survival data analysis. However, there is no valid statistical test proposed to test the homoscedasticity assumption. In this paper, we propose the first novel quasi-likelihood ratio test for the homoscedasticity assumption in the AFT model. Simulation studies show the test performs well. A real dataset is used to demonstrate the usefulness of the developed test.
Citation Information
Lili Yu, Liang Liu and Ding-Geng Chen. "A homoscedasticity test for the accelerated failure time model" Computational Statistics Vol. 34 (2018) p. 433 - 446 ISSN: 1613-9658 Available at: http://works.bepress.com/lili-yu/66/
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