A Global Goodness‐Of‐Fit Statistic for the Proportional Hazards Model

SUMMARY A simple alternative to the proportional hazards model is considered, whereby the regression coefficients can vary with time. It leads to a statistic which can be used for checking the assumption of proportional hazards. In the two-sample problem, this statistic is the same as Schoenfeld's (1980); a conservative version, computationally simple, is proposed in this case.