Sign-Flip Test for the Cox Regression Model
摘要
Cox regression model is a popular tool in survival analysis, whose aim is to quantify the impact of covariates on the survival times. The relevance of the coefficients is usually tested through a parametric test. However, the properties of this test are only asymptotical and can show a slow convergence to the nominal level. We propose a different approach to perform the test based on sign-flipping of the score contributions. We have defined two alternatives which show a faster convergence to the nominal level of the test.