Aalen Additive Hazards Change–Point Model

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Abstract

We study a test comparing the full Aalen additive hazards model and the change-point model, and suggest how to estimate the parameters of the change-point model. We also study a test for no change-point effect. Both tests are provided with large sample properties and a resampling method is applied to obtain p-values. The finite-sample properties of the proposed inference procedures and estimators are assessed through a simulation study. The methods are further applied to a dataset concerning myocardial infarction.

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