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Survival Analysis Using SAS®: A Practical Guide by Paul D. Allison

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Goodness-of-Fit Tests with the Likelihood-Ratio Statistic

As we have seen, the AFT model encompasses a number of submodels that differ in the assumed distribution for T, the time of the event. When we tried out those models on the recidivism data, we found that they produced generally similar coefficient estimates and p-values. A glaring exception is the log-normal model, which yields qualitatively different conclusions for some of the covariates. Clearly, we need some way of deciding between the log-normal and the other models. Even if all the models agree on the coefficient estimates, they still have markedly different implications for the shape of the hazard function. Again we may need methods for deciding which of these shapes is the best ...

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