Proportional hazards tests and diagnostics based on weighted residuals

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ID: 289491
1994
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Abstract
SUMMARY Nonproportional hazards can often be expressed by extending the Cox model to include time varying coefficients; e.g., for a single covariate, the hazard function for subject i is modelled as exp { fl(t)Zi(t)}. A common example is a treatment effect that decreases with time. We show that the function /3(t) can be directly visualized by smoothing an appropriate residual plot. Also, many tests of proportional hazards, including those of Cox (1972), Gill & Schumacher (1987), Harrell (1986), Lin (1991), Moreau, O'Quigley & Mesbah (1985), Nagelkerke, Oosting & Hart (1984), O'Quigley & Pessione (1989), Schoenfeld (1980) and Wei (1984) are related to time-weighted score tests of the proportional hazards hypothesis, and can be visualized as a weighted least-squares line fitted to the residual plot.
Reference Key
openalex_W1966714873 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Patricia M. Grambsch, Terry M. Therneau
Journal jurnal biometrika dan kependudukan
Year 1994
DOI
10.1093/biomet/81.3.515
URL
https://doi.org/10.1093/biomet/81.3.515
Keywords Keywords not found

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