Journal ArticleDOI
Effect of misspecification of regression models in the analysis of survival data
Reads0
Chats0
TLDR
In this article, the authors examine the question: if interest lies in the qualitative effect on failure of various explanatory variables, how critical is the choice of model family in assessing the relative importance of the explanatory variables?Abstract:
The accelerated life and proportional hazards families of models are widely used in the analysis of survival data. We examine the question: if interest lies in the qualitative effect on failure of various explanatory variables, how critical is the choice of model family in assessing the relative importance of the explanatory variables? We consider small effects. When censoring is independent of the explanatory variables, to first order the regression parameters are proportional under the alternative models. This is not true when the censoring varies appreciably with the explanatory variables. Some higherorder theory is examined for the special case of the two-sample problem.read more
Citations
More filters
Journal ArticleDOI
The Robust Inference for the Cox Proportional Hazards Model
Danyu Lin,L. J. Wei +1 more
TL;DR: In this article, the authors derived the asymptotic distribution of the maximum partial likelihood estimator β for the vector of regression coefficients β under a possibly misspecified Cox proportional hazards model.
Journal ArticleDOI
Parameter Orthogonality and Approximate Conditional Inference
David Cox,Nancy Reid +1 more
TL;DR: In this paper, the authors propose a statisticalique du rapport de vraisemblance construite a partir de la distribution conditionnelle des observations, and donne les estimateurs du maximum de VRAISEMblance for les parametres de nuisance.
Book ChapterDOI
Duration Models: Specification, Identification, and Multiple Durations
TL;DR: In this paper, the authors provide an overview of duration analysis, with an emphasis on the specification and identification of duration models, and with special attention to models for multiple durations, including the Mixed Proportional Hazard (MPH) model and its multivariate extensions.
Journal ArticleDOI
Misspecified proportional hazard models
TL;DR: In this article, the properties of an estimator based on a proportional hazards model are investigated when the model is incorrect, and the estimator from the partial likelihood is shown to be consistent for a parameter that is defined implicitly.
References
More filters
Regression models and life tables (with discussion
TL;DR: The drum mallets disclosed in this article are adjustable, by the percussion player, as to balance, overall weight, head characteristics and tone production of the mallet, whereby the adjustment can be readily obtained.