Cox’s proportional hazards model is routinely used in many ap- plied fields, especially in bio–medical research. A common phe- nomenon in medical settings is the presence of a time–dependency in the effect of one or more explanatory variables. It is then crucial to decide whether a covariate effect is constant, as prescribed by the standard Cox regression model, or not. Although several pro- posal appeared in literature to estimate a time depending effect in Cox model, the problem of testing the null hypothesis of a propor- tional hazard against different possible alternatives has received less attention. The main point of the present work is to introduce a new test for time–varying effects in the proportional hazards model hav- ing power that adapts to the smoothness of the underlying function. Working on the Schoenfeld residuals our procedure is an adaptation to the present setting of a multiple testing technique introduced by Fromont and Laurent in 2006. The results are illustrated with the well-known Mayo liver disease data.

On an adaptive test of time-varying effects in Cox regression / Brutti, Pierpaolo; Alessandra, Nardi. - In: BIOMEDICAL STATISTICS AND CLINICAL EPIDEMIOLOGY. - ISSN 1972-5809. - STAMPA. - 2:(2008), pp. 149-156.

On an adaptive test of time-varying effects in Cox regression

BRUTTI, Pierpaolo;
2008

Abstract

Cox’s proportional hazards model is routinely used in many ap- plied fields, especially in bio–medical research. A common phe- nomenon in medical settings is the presence of a time–dependency in the effect of one or more explanatory variables. It is then crucial to decide whether a covariate effect is constant, as prescribed by the standard Cox regression model, or not. Although several pro- posal appeared in literature to estimate a time depending effect in Cox model, the problem of testing the null hypothesis of a propor- tional hazard against different possible alternatives has received less attention. The main point of the present work is to introduce a new test for time–varying effects in the proportional hazards model hav- ing power that adapts to the smoothness of the underlying function. Working on the Schoenfeld residuals our procedure is an adaptation to the present setting of a multiple testing technique introduced by Fromont and Laurent in 2006. The results are illustrated with the well-known Mayo liver disease data.
2008
01 Pubblicazione su rivista::01a Articolo in rivista
On an adaptive test of time-varying effects in Cox regression / Brutti, Pierpaolo; Alessandra, Nardi. - In: BIOMEDICAL STATISTICS AND CLINICAL EPIDEMIOLOGY. - ISSN 1972-5809. - STAMPA. - 2:(2008), pp. 149-156.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/346377
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