On sufficient dimension reduction for proportional censorship model with covariates
The requirement of constant censoring parameter ? ? in KoziolGreen (KG) model is too restrictive. When covariates are present, the conditional KG model (Veraverbekea and Cadarso-Surez, 2000) which allows ? ? to be dependent on the covariates is more realistic. In this paper, using sufficient dimension reduction methods, we provide a model-free diagnostic tool to test if ? ? is a function of the covariates. Our method also allows us to conduct a model-free selection of the related covariates. A simulation study and a real data analysis are also included to illustrate our approach.
sufficient dimension reduction conditional koziolgreen model multiple covariates proportional hazards model