068965 0126797 0068212 0068212 0178264 the wald

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Unformatted text preview: s Example (continued) Consider the problem in the last example, that is, to test the hypothesis that there is no difference in survival between patients with different stages of disease, adjusting for the age of the patient. Recall that that fitting the full model with all four covariates, we find MLE: b = (0.0189, 0.1386, 0.6383, 1.6931). Assume that we have found the observed information matrix 5088.5378 −22.8634 −14.0650 25.6149 −22.8634 5.9978 −2.3913 −1.4565 I (b ) = −14.0650 −2.3913 10.9917 −3.3123 25.6149 −1.4565 −3.3123 7.4979 Test the null hypothesis H0 : β2 = β3 = β4 = 0 using the Wald test. 31/45 Actuarial Statistics – Module 3: Semi-parametric methods: Cox Regression Model Hypothesis tests on the β ’s Solution (I (b ))−1 0.000203 0.000802 = 0.000314 −0.000399 0.000802 0.213770 0.068315 0.068965 0.000314 −0.000399 0.068315 0.068965 0.126797 0.068212 0.068212 0.178264 The Wald statistic is (0.1386, 0.6383, 1.6931) −1 0.213770 0.068315 0.068965...
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