13_AS_3_lec_a

Often we will test 1 0 that is whether the

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: −1.890, 3.682) 2 Actuarial Statistics – Module 3: Semi-parametric methods: Cox Regression Model Hypothesis tests on the β ’s 1 Introduction 2 Main assumptions 3 On the proportionality of hazard rates 4 Estimation of the regression parameters β 5 Hypothesis tests on the β ’s 6 Estimation of the full survival function 7 Diagnostics for the Cox regression model 24/45 Actuarial Statistics – Module 3: Semi-parametric methods: Cox Regression Model Hypothesis tests on the β ’s Rationale Assume you want to test: H0 : β1 = β1,0 for some subset β1 ∈ β . Often we will test β1 = 0, that is, whether the associatied covariates have a significant effect. This is also used for model buidling: 1 start with the null model which includes no covariates and add possible covariates one at a time (forward selection); or 2 start with the full model which includes all covariates, and eliminate those of no significant effect (backward selection). We will focus on testing the significance of the β ’s. Me...
View Full Document

Ask a homework question - tutors are online