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On a robust significance test for the Cox regression model. (English) Zbl 1128.62110

Summary: A robust significance testing method for the Cox regression model, based on a modified Wald test statistic, is discussed. Using Monte Carlo experiments the asymptotic behavior of the modified robust versions of the Wald statistic is compared with the standard significance test for the Cox model based on the log likelihood ratio test statistic.

MSC:

62N03 Testing in survival analysis and censored data
62C05 General considerations in statistical decision theory
62F35 Robustness and adaptive procedures (parametric inference)
62G10 Nonparametric hypothesis testing
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