A new test of the proportional hazards assumption for two-sample censored data is presented. The test is based on a comparison of different generalized rank estimators of the relative risk. Asymptotic normality and consistency against alternatives with monotone hazard ratio are shown and relationships to other proposals are pointed out. A related graphical method is presented and recommendations for the choice of appropriate weight functions are given. The strengths and weaknesses of the test procedure proposed are illustrated by four examples featuring various situations which are of practical importance in clinical research.
Gill et al. (1987) studied this question.
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