Detail
Článek
Článek online
FT
Medvik - BMČ
  • Je něco špatně v tomto záznamu ?

Data-driven smooth tests of the proportional hazards assumption

D Kraus

. 2007 ; 13 (1 Mar) : 1-16.

Jazyk angličtina Země Spojené státy americké

Perzistentní odkaz   https://www.medvik.cz/link/bmc10012819
E-zdroje Online

NLK ProQuest Central od 1999-03-01 do Před 1 rokem
Medline Complete (EBSCOhost) od 2005-03-01 do Před 1 rokem
Health & Medicine (ProQuest) od 1999-03-01 do Před 1 rokem
Health Management Database (ProQuest) od 1999-03-01 do Před 1 rokem
Public Health Database (ProQuest) od 1999-03-01 do Před 1 rokem

A new test of the proportional hazards assumption in the Cox model is proposed. The idea is based on Neyman's smooth tests. The Cox model with proportional hazards (i.e. time-constant covariate effects) is embedded in a model with a smoothly time-varying covariate effect that is expressed as a combination of some basis functions (e.g., Legendre polynomials, cosines). Then the smooth test is the score test for significance of these artificial covariates. Furthermore, we apply a modification of Schwarz's selection rule to choosing the dimension of the smooth model (the number of the basis functions). The score test is then used in the selected model. In a simulation study, we compare the proposed tests with standard tests based on the score process.

000      
01832naa 2200277 a 4500
001      
bmc10012819
003      
CZ-PrNML
005      
20160519115154.0
008      
100527s2007 xxu e eng||
009      
AR
040    __
$a ABA008 $b cze $c ABA008 $d ABA008 $e AACR2
041    0_
$a eng
044    __
$a xxu
100    1_
$a Kraus, David, $d 1979- $7 xx0122148
245    10
$a Data-driven smooth tests of the proportional hazards assumption / $c D Kraus
314    __
$a Institute of Information Theory and Automation, Pod Vodarenskou vezi 4, CZ-182 08 Prague 8, Czech Republic. kraus@karlin.mff.cuni.cz
520    9_
$a A new test of the proportional hazards assumption in the Cox model is proposed. The idea is based on Neyman's smooth tests. The Cox model with proportional hazards (i.e. time-constant covariate effects) is embedded in a model with a smoothly time-varying covariate effect that is expressed as a combination of some basis functions (e.g., Legendre polynomials, cosines). Then the smooth test is the score test for significance of these artificial covariates. Furthermore, we apply a modification of Schwarz's selection rule to choosing the dimension of the smooth model (the number of the basis functions). The score test is then used in the selected model. In a simulation study, we compare the proposed tests with standard tests based on the score process.
650    _2
$a biometrie $x metody $7 D001699
650    _2
$a počítačová simulace $7 D003198
650    _2
$a interpretace statistických dat $7 D003627
650    _2
$a lidé $7 D006801
650    _2
$a statistické modely $7 D015233
650    _2
$a proporcionální rizikové modely $7 D016016
650    _2
$a financování organizované $7 D005381
773    0_
$t Lifetime Data Analysis $w MED00007766 $g Roč. 13, č. 1 Mar (2007), s. 1-16 $x 1380-7870
910    __
$a ABA008 $b x $y 8 $z 0
990    __
$a 20100602090911 $b ABA008
991    __
$a 20160519115306 $b ABA008
999    __
$a ok $b bmc $g 726674 $s 589831
BAS    __
$a 3
BMC    __
$a 2007 $b 13 $c 1 Mar $d 1-16 $i 1380-7870 $m Lifetime data analysis $n Lifetime Data Anal $x MED00007766
LZP    __
$a 2010-B2/vtme

Najít záznam

Citační ukazatele

Nahrávání dat ...

Možnosti archivace

Nahrávání dat ...