Cox proportional hazards model with measurement errors is studied, in which baseline hazard rate (·) belongs to a parameter set consisting of nonnegative Lipschitz functions, with fixed constant, and regression parameter belongs to a compact parameter set. Censored lifetime and regressors with additive errors are observed. We construct a goodness-of-fit test based of strongly consistent simultaneous estimator for (·) and derived in parer of Kukush and Chernova (2017). The test statistic is asymptotically chi-squared under null hypothesis. The power of the test under local alternatives is evaluated.
