Identifying nonproportional covariates in the Cox model

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.

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

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Other information

Language

English

Type of outcome

Článek v odborném periodiku

Confidentiality degree

není předmětem státního či obchodního tajemství

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

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Abstract

V originále

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.