Exact percentage points of the likelihood-ratio test for a change-point hazard-rate model.
We wish to test that the hazard rate of survival or failure-time data is constant against the alternative of a change in hazard after an unspecified time. The likelihood ratio is unbounded but the exact null distribution of a restricted likelihood-ratio test statistic is found. This distribution is not affected by Type II censoring but it does depend very strongly on the interval in which the unknown change-point is assumed to lie. Some exact percentage points are given which are much larger than simulated points that have been reported in the literature.
Worsley
K J
KJ
Laboratoire de Statistique et Probabilités, Université Paul Sabatier, Toulouse, France.
D006801:Humans; D007938:Leukemia / Q000503:physiopathology; D011336:Probability; D012008:Recurrence; D013223:Statistics as Topic; D013997:Time Factors