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© 2020 The Authors. European Journal of Immunology published by WILEY-VCH Verlag GmbH Co. KGaA, Weinheim.Models with change-point in covariates have actually wide applications in cancer analysis utilizing the response being the time to a certain event. A Cox model with change-point in covariate is considered at which the pattern of the change-point effects can be flexibly specified. To check for the existence of the change-point effects, three statistical tests, namely, the maximum rating,
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