JSM 2004 Online Program

Abstract #301485

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Activity Number:	343
Type:	Contributed
Date/Time:	Wednesday, August 11, 2004 : 10:30 AM to 12:20 PM
Sponsor:	Biometrics Section
Abstract - #301485
Title:	Entropy Based Testing of the Proportional Hazards Assumption
Author(s):	Ramin B. Arani*+
Companies:	Johnson & Johnson Pharmaceutical R&D, LLC
Address:	1125 Trenton-Harbourton Rd., Titusville, NJ, 08560,
Keywords:	Entropy ; Relative Entropy ; Residual lifetime distribution
Abstract:	Let X,Y=0 denote lifetimes and F and G their respective distribution funtion. It can readily be shown that the relative entropy, I(X,Y) (i.e., Kulback-Leibler distance) corresponding to residual lifetimes of X and Y is constant over time if and only if F and G belong to proportional hazards family of distributions. Utilizing this property, one can formulate a formal test for the proportionality of the hazard functions based on a regression estimator of the slope that joins the emperical estimate of relative entropy at each failure time. The sensitivity of this approach is investigated through simulation under various scenarios.

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