The Wald Statistic in Proportional Hazards Hypothesis Testing

Abstract In survivorship modelling using the proportional hazards model of Cox (1972, Journal of the Royal Statistical Society, Series B, 34, 187–220), it is often desired to test a subset of the vector of unknown regression parameters β in the expression for the hazard rate at time t . The likelihood ratio test statistic is well behaved in most situations but may be expensive to calculate. The Wald (1943, Transactions of the American …