(1) Department of Informational Statistics, Korea University, 208 Seochang-ri Jochiwon, 339-700 Choong-nam, South Korea;(2) Department of Statistics, Chong-ju University, Chong-ju, 360-764 Choong-book, South Korea
Abstract:
We propose a nonparametric test for diagnosis of the proportionality assumption between hazard functions based on a functional
equation. Because of involvement of censoring distribution, we consider the test procedure in an asymptotic manner and obtain
the asymptotic normality for the proposed test statistic. Then we discuss the rationale of use of the functional equation
for the initial effect model. Finally we compare our test with others using an example.