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Covariate

About: Covariate is a(n) research topic. Over the lifetime, 9642 publication(s) have been published within this topic receiving 303118 citation(s).

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Journal ArticleDOI
Jason P. Fine1, Robert Gray2Institutions (2)
TL;DR: This article proposes methods for combining estimates of the cause-specific hazard functions under the proportional hazards formulation, but these methods do not allow the analyst to directly assess the effect of a covariate on the marginal probability function.

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Abstract: With explanatory covariates, the standard analysis for competing risks data involves modeling the cause-specific hazard functions via a proportional hazards assumption Unfortunately, the cause-specific hazard function does not have a direct interpretation in terms of survival probabilities for the particular failure type In recent years many clinicians have begun using the cumulative incidence function, the marginal failure probabilities for a particular cause, which is intuitively appealing and more easily explained to the nonstatistician The cumulative incidence is especially relevant in cost-effectiveness analyses in which the survival probabilities are needed to determine treatment utility Previously, authors have considered methods for combining estimates of the cause-specific hazard functions under the proportional hazards formulation However, these methods do not allow the analyst to directly assess the effect of a covariate on the marginal probability function In this article we pro

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9,221 citations


Journal ArticleDOI
01 Mar 1986-Biometrics
TL;DR: A class of generalized estimating equations (GEEs) for the regression parameters is proposed, extensions of those used in quasi-likelihood methods which have solutions which are consistent and asymptotically Gaussian even when the time dependence is misspecified as the authors often expect.

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Abstract: Longitudinal data sets are comprised of repeated observations of an outcome and a set of covariates for each of many subjects. One objective of statistical analysis is to describe the marginal expectation of the outcome variable as a function of the covariates while accounting for the correlation among the repeated observations for a given subject. This paper proposes a unifying approach to such analysis for a variety of discrete and continuous outcomes. A class of generalized estimating equations (GEEs) for the regression parameters is proposed. The equations are extensions of those used in quasi-likelihood (Wedderburn, 1974, Biometrika 61, 439-447) methods. The GEEs have solutions which are consistent and asymptotically Gaussian even when the time dependence is misspecified as we often expect. A consistent variance estimate is presented. We illustrate the use of the GEE approach with longitudinal data from a study of the effect of mothers' stress on children's morbidity.

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6,782 citations


Journal ArticleDOI
01 Aug 1982-Technometrics
Abstract: Preface.1. Introduction.1.1 Failure Time Data.1.2 Failure Time Distributions.1.3 Time Origins, Censoring, and Truncation.1.4 Estimation of the Survivor Function.1.5 Comparison of Survival Curves.1.6 Generalizations to Accommodate Delayed Entry.1.7 Counting Process Notation.Bibliographic Notes.Exercises and Complements.2. Failure Time Models.2.1 Introduction.2.2 Some Continuous Parametric Failure Time Models.2.3 Regression Models.2.4 Discrete Failure Time Models.Bibliographic Notes.Exercises and Complements.3. Inference in Parametric Models and Related Topics.3.1 Introduction.3.2 Censoring Mechanisms.3.3 Censored Samples from an Exponential Distribution.3.4 Large-Sample Likelihood Theory.3.5 Exponential Regression.3.6 Estimation in Log-Linear Regression Models.3.7 Illustrations in More Complex Data Sets.3.8 Discrimination Among Parametric Models.3.9 Inference with Interval Censoring.3.10 Discussion.Bibliographic Notes.Exercises and Complements.4. Relative Risk (Cox) Regression Models.4.1 Introduction.4.2 Estimation of beta.4.3 Estimation of the Baseline Hazard or Survivor Function.4.4 Inclusion of Strata.4.5 Illustrations.4.6 Counting Process Formulas. 4.7 Related Topics on the Cox Model.4.8 Sampling from Discrete Models.Bibliographic Notes.Exercises and Complements.5. Counting Processes and Asymptotic Theory.5.1 Introduction.5.2 Counting Processes and Intensity Functions.5.3 Martingales.5.4 Vector-Valued Martingales.5.5 Martingale Central Limit Theorem.5.6 Asymptotics Associated with Chapter 1.5.7 Asymptotic Results for the Cox Model.5.8 Asymptotic Results for Parametric Models.5.9 Efficiency of the Cox Model Estimator.5.10 Partial Likelihood Filtration.Bibliographic Notes.Exercises and Complements.6. Likelihood Construction and Further Results.6.1 Introduction.6.2 Likelihood Construction in Parametric Models.6.3 Time-Dependent Covariates and Further Remarks on Likelihood Construction.6.4 Time Dependence in the Relative Risk Model.6.5 Nonnested Conditioning Events.6.6 Residuals and Model Checking for the Cox Model.Bibliographic Notes.Exercises and Complements.7. Rank Regression and the Accelerated Failure Time Model.7.1 Introduction.7.2 Linear Rank Tests.7.3 Development and Properties of Linear Rank Tests.7.4 Estimation in the Accelerated Failure Time Model.7.5 Some Related Regression Models.Bibliographic Notes.Exercises and Complements.8. Competing Risks and Multistate Models.8.1 Introduction.8.2 Competing Risks.8.3 Life-History Processes.Bibliographic Notes.Exercises and Complements.9. Modeling and Analysis of Recurrent Event Data.9.1 Introduction.9.2 Intensity Processes for Recurrent Events.9.3 Overall Intensity Process Modeling and Estimation.9.4 Mean Process Modeling and Estimation.9.5 Conditioning on Aspects of the Counting Process History.Bibliographic Notes.Exercises and Complements.10. Analysis of Correlated Failure Time Data.10.1 Introduction.10.2 Regression Models for Correlated Failure Time Data.10.3 Representation and Estimation of the Bivariate Survivor Function.10.4 Pairwise Dependency Estimation.10.5 Illustration: Australian Twin Data.10.6 Approaches to Nonparametric Estimation of the Bivariate Survivor Function.10.7 Survivor Function Estimation in Higher Dimensions.Bibliographic Notes.Exercises and Complements.11. Additional Failure Time Data Topics.11.1 Introduction.11.2 Stratified Bivariate Failure Time Analysis.11.3 Fixed Study Period Survival Studies.11.4 Cohort Sampling and Case-Control Studies.11.5 Missing Covariate Data.11.6 Mismeasured Covariate Data.11.7 Sequential Testing with Failure Time Endpoints.11.8 Bayesian Analysis of the Proportional Hazards Model.11.9 Some Analyses of a Particular Data Set.Bibliographic Notes.Exercises and Complements.Glossary of Notation.Appendix A: Some Sets of Data.Appendix B: Supporting Technical Material.Bibliography.Author Index.Subject Index.

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3,596 citations


Journal ArticleDOI
Abstract: The Cox regression model for censored survival data specifies that covariates have a proportional effect on the hazard function of the life-time distribution of an individual. In this paper we discuss how this model can be extended to a model where covariate processes have a proportional effect on the intensity process of a multivariate counting process. This permits a statistical regression analysis of the intensity of a recurrent event allowing for complicated censoring patterns and time dependent covariates. Furthermore, this formulation gives rise to proofs with very simple structure using martingale techniques for the asymptotic properties of the estimators from such a model. Finally an example of a statistical analysis is included.

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3,474 citations


Journal ArticleDOI
Danyu Lin1, L. J. Wei2Institutions (2)
Abstract: We derive 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. As in the parametric setting, this estimator β converges to a well-defined constant vector β*. In addition, the random vector n 1/2(β – β*) is asymptotically normal with mean 0 and with a covariance matrix that can be consistently estimated. The newly proposed robust covariance matrix estimator is similar to the so-called “sandwich” variance estimators that have been extensively studied for parametric cases. For many misspecified Cox models, the asymptotic limit β* or part of it can be interpreted meaningfully. In those circumstances, valid statistical inferences about the corresponding covariate effects can be drawn based on the aforementioned asymptotic theory of β and the related results for the score statistics. Extensive studies demonstrate that the proposed robust tests and interval estimation procedures...

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2,279 citations


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Performance
Metrics
No. of papers in the topic in previous years
YearPapers
202211
2021732
2020654
2019631
2018592
2017574

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Topic's top 5 most impactful authors

Thomas Kneib

60 papers, 1.4K citations

Mark J. van der Laan

44 papers, 1K citations

Joseph G. Ibrahim

35 papers, 1.4K citations

Stuart R. Lipsitz

26 papers, 1.2K citations

Raymond J. Carroll

25 papers, 922 citations