KRAUS, David. Identifying nonproportional covariates in the Cox model. Communications in Statistics - Theory and Methods. Philadelphia: Marcel Dekker, 2008, vol. 37, No 4, p. 617-625. ISSN 0361-0926. Available from: https://dx.doi.org/10.1080/03610920701669744.
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Basic information
Original name Identifying nonproportional covariates in the Cox model
Authors KRAUS, David.
Edition Communications in Statistics - Theory and Methods, Philadelphia, Marcel Dekker, 2008, 0361-0926.
Other information
Original language English
Type of outcome Article in a journal
Confidentiality degree is not subject to a state or trade secret
Impact factor Impact factor: 0.324
Doi http://dx.doi.org/10.1080/03610920701669744
UT WoS 000252582700011
Keywords in English Cox model; goodness of fit; proportional hazards assumption; time-varying coefficients
Tags International impact, Reviewed
Changed by Changed by: doc. Mgr. David Kraus, Ph.D., učo 238224. Changed: 12/1/2016 16:42.
Abstract
This paper addresses problem of testing whether an individual covariate in the Cox model has a proportional (i.e., time-constant) effect on the hazard. Two existing methods are considered: one is based on the component of the score process, and the other is a Neyman type smooth test. Simulations show that, when the model contains both proportional and nonproportional covariates, these methods are not reliable tools for discrimination. A simple yet effective solution is proposed based on smooth modeling of the effects of the covariates not in focus.
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