Informace o publikaci
Identifying nonproportional covariates in the Cox model
| Autoři | |
|---|---|
| Rok publikování | 2008 |
| Druh | Článek v odborném periodiku |
| Časopis / Zdroj | Communications in Statistics - Theory and Methods |
| Citace | |
| Doi | http://dx.doi.org/10.1080/03610920701669744 |
| Klíčová slova | Cox model; goodness of fit; proportional hazards assumption; time-varying coefficients |
| Popis | 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. |