Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 1999,98
In the semiparametric additive hazard regression model of McKeague and Sasieni (1994), the hazard contributions of some covariates are allowed to change over time, without parametric restrictions (Aalen model), while the contributions of other covariates are assumed to be constant. In this paper, we develop tests that help to decide which of the covariate contributions indeed change over time. The remaining covariates may be modelled with constant hazard coefficients, thus reducing the number of curves that have to be estimated nonparametrically. Several bootstrap tests are proposed. The behavior of the tests is investigated in a simulation study. In a practical example, the tests consistently identify covariates with constant and with changing hazard contributions.