Displaying 2 results from an estimated 2 matches for "chow_test".
2011 Apr 12
2
Testing equality of coefficients in coxph model
...2 on the
hazard rate.
Specifically I am interested in testing whether the estimated coefficient
for x1 is equal (or not) to the estimated coefficient for x2.
I was thinking of using a Chow-test for this but the Chow test appears to
work for linear regression only (see: http://en.wikipedia.org/wiki/Chow_test).
Another option I was thinking of is to estimate an alternative model in
which the coefficients for x1 and x2 are constraint to be equal and to
compare the fit of such a constraint model with the one of an unconstraint
one. But again I'm not sure how this can be done using coxph.
Could anyone...
2009 Dec 17
2
Testing equality of regression model on multiple groups
Hello,
I'm trying to test for the joint equality of coefficients of the same model across different subsets of the data (ie, is it necessary to estimate the same model on these different populations, or can I just estimate the model once on the whole dataset?).
My plan is to use the F-test on the reduced model and the full model. By full model, I mean a specification that mimics my