IDEAS home Printed from https://ideas.repec.org/a/bla/scjsta/v31y2004i1p51-62.html
   My bibliography  Save this article

On Estimation and Tests of Time‐Varying Effects in the Proportional Hazards Model

Author

Listed:
  • Thomas H. Scheike
  • Torben Martinussen

Abstract

. Cox's proportional hazards model is routinely used in many applied fields, some times, however, with too little emphasis on the fit of the model. In this paper, we suggest some new tests for investigating whether or not covariate effects vary with time. These tests are a natural and integrated part of an extended version of the Cox model. An important new feature of the suggested test is that time constancy for a specific covariate is examined in a model, where some effects of other covariates are allowed to vary with time and some are constant; thus making successive testing of time‐dependency possible. The proposed techniques are illustrated with the well‐known Mayo liver disease data, and a small simulation study investigates the finite sample properties of the tests.

Suggested Citation

  • Thomas H. Scheike & Torben Martinussen, 2004. "On Estimation and Tests of Time‐Varying Effects in the Proportional Hazards Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(1), pages 51-62, March.
    • Handle: RePEc:bla:scjsta:v:31:y:2004:i:1:p:51-62
    DOI: 10.1111/j.1467-9469.2004.00372.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9469.2004.00372.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1467-9469.2004.00372.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Daniel A. Powers, 2010. "Assessing Group Differences in Estimated Baseline Survivor Functions From Cox Proportional Hazards Models," Sociological Methods & Research, , vol. 39(2), pages 157-187, November.
    2. P. Saha & P. J. Heagerty, 2010. "Time-Dependent Predictive Accuracy in the Presence of Competing Risks," Biometrics, The International Biometric Society, vol. 66(4), pages 999-1011, December.
    3. Zhengnan Huang & Hongjiu Zhang & Jonathan Boss & Stephen A Goutman & Bhramar Mukherjee & Ivo D Dinov & Yuanfang Guan & for the Pooled Resource Open-Access ALS Clinical Trials Consortium, 2017. "Complete hazard ranking to analyze right-censored data: An ALS survival study," PLOS Computational Biology, Public Library of Science, vol. 13(12), pages 1-21, December.
    4. Marc Ditzhaus & Arnold Janssen, 2020. "Bootstrap and permutation rank tests for proportional hazards under right censoring," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(3), pages 493-517, July.
    5. Tobias Bluhmki & Dennis Dobler & Jan Beyersmann & Markus Pauly, 2019. "The wild bootstrap for multivariate Nelson–Aalen estimators," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 25(1), pages 97-127, January.
    6. Möst Lisa & Hothorn Torsten, 2015. "Conditional Transformation Models for Survivor Function Estimation," The International Journal of Biostatistics, De Gruyter, vol. 11(1), pages 23-50, May.
    7. Wang, Qizhen & Zhu, Yingming & Wang, Yudong, 2017. "The effects of oil shocks on export duration of China," Energy, Elsevier, vol. 125(C), pages 55-61.
    8. Sun, Liuquan & Zhu, Liang & Sun, Jianguo, 2009. "Regression analysis of multivariate recurrent event data with time-varying covariate effects," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2214-2223, November.
    9. Bhattacharjee, Arnab, 2009. "Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity," SIRE Discussion Papers 2009-22, Scottish Institute for Research in Economics (SIRE).
    10. Korakot Wichitsa-nguan & Henning Läuter & Hannelore Liero, 2016. "Estimability in Cox models," Statistical Papers, Springer, vol. 57(4), pages 1121-1140, December.
    11. Bieszk-Stolorz Beata, 2015. "Geometric Method of Determining Hazard for the Continuous Survival Function," Folia Oeconomica Stetinensia, Sciendo, vol. 15(1), pages 22-33, June.
    12. Guanghui Wei & Douglas E. Schaubel, 2008. "Estimating Cumulative Treatment Effects in the Presence of Nonproportional Hazards," Biometrics, The International Biometric Society, vol. 64(3), pages 724-732, September.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:scjsta:v:31:y:2004:i:1:p:51-62. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.