Ficult to obtain c analytically. One obvious alternative would be the

One could also choose s(t) = h(t). This choice does not involve (t, t) and hence is pnas.1408988111 easier to implement. It may be adequate when (t, t) only varies ^ ^ GSK343MedChemExpress GSK343 mildly over time. Let a (0, ) and define the average hazard ratio, over [a, t], h(t) = 1 t -att) ,) (3.1)h(s)ds,aa n^ T (t)U ^ B = n ^ C(t) + n^ C(t) + ntti n1^1 d( i Ni ) +i>n 1^2 d( i Ni )i>ni n^ i i 1 (X i )I (X i) +^ i i 2 (X i )I (X ii n^ i i 1 (X i )I (X it) +i>n^ i i 2 (X i )I (X iwhere i , i = 1, . . . , n, are independent variables that are also independent from the data. Furthermore, these variables have mean zero and variance converging to one as n .Ficult to obtain c analytically. One obvious alternative would be the bootstrapping method.Ficult to obtain c analytically. One obvious alternative would be the bootstrapping method. However, it is very time-consuming and results in lower than nominal coverage probabilities in some simulation studies. Lin and others (1993) used a normal resampling approximation to simulate the asymptoticS. YANG AND R. L. P RENTICEdistribution of sums of martingale residuals for checking the Cox regression model. The normal resampling approach reduces computing time significantly and has become a standard method. It has been used in many works, including Lin and others (1994), Cheng and others (1997), Gilbert and others (2002), Tian and others (2005), and Peng and Huang (2007). We will modify this approach for our problem here. For t , define the process ^ ^ B T (t)U ^ 1 d( i Ni ) + ^ 2 d( i Ni ) ^ Wn (t) = n 0i n1 i>n^ T (t)U ^ B = n ^ C(t) + n^ C(t) + ntti n1^1 d( i Ni ) +i>n 1^2 d( i Ni )i>ni n^ i i 1 (X i )I (X i) +^ i i 2 (X i )I (X ii n^ i i 1 (X i )I (X it) +i>n^ i i 2 (X i )I (X iwhere i , i = 1, . . . , n, are independent variables that are also independent from the data. Furthermore, these variables have mean zero and variance converging to one as n .