An empirical study of a test for polynomial relationships in randomly right censored regression models

摘要

In this paper, a test statistic is constructed to test polynomial relationships in randomly right censored regression models based on the local polynomial smoothing technique. Two bootstrap procedures, namely the residual-based bootstrap and the naive bootstrap procedures, are suggested to derive the p-value of the test. Some simulations are conducted to empirically assess the performance of the two bootstrap procedures. The results demonstrate that the residual-based bootstrap performs much better than the naive bootstrap and the test method with the residual-based bootstrap to derive the p-value works satisfactorily. Although the limiting distribution of the test statistic and the consistency of the bootstrap approximations remain to be investigated, simulation results indicate that the proposed test method may be of some practical use. As a real example, the proposed test is applied to the Stanford heart transplant data.