## Abstract

In the semiparametric additive hazard regression model of McKeague and Sasieni (Biometrika 81: 501-514), the hazard contributions of some covariates are allowed to change over time, without parametric restrictions (Aalen model), while the contributions of other covariates are assumed to be constant. In this paper, we develop tests that help to decide which of the covariate contributions indeed change over time. The remaining covariates may be modelled with constant hazard coefficients, thus reducing the number of curves that have to be estimated nonparametrically. Several bootstrap tests are proposed. The behavior of the tests is investigated in a simulation study. In a practical example, the tests consistently identify covariates with constant and with changing hazard contributions.

Original language | English (US) |
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Pages (from-to) | 323-335 |

Number of pages | 13 |

Journal | Statistics and Computing |

Volume | 11 |

Issue number | 4 |

DOIs | |

State | Published - 2001 |

### Bibliographical note

Funding Information:The research on this paper was supported in part by the Sonder-forschungsbereich 373 at the Humboldt University Berlin. The research of the first author was supported in part by NSF grant number DMS-9501893.

## Keywords

- Aalen model
- Confidence bands
- Hazard regression
- Lack-of-fit
- Parametric bootstrap
- Semiparametric
- Survival analysis