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Published on: October 23, 2020
Model-free predictor tests in survival regression through sufficient dimension reduction
1Department of Statistics, Ewha Womans University, Seoul, 120-750, Republic of Korea. peter.yoo@ewha.ac.kr
Abstract:
In this article, we test the effects of predictors in survival regression through two well-known sufficient dimension reduction methods. Since the usual sufficient dimension reduction methods do not require pre-specified models, the predictor effect tests can be considered model-free. All of the test statistics have χ (2) distributions. Numerical studies of the proposed predictor effect tests in various simulations and real data application are presented.
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