On a robust significance test for the Cox regression model

Tadeusz Bednarski; Filip Borowicz

Discussiones Mathematicae Probability and Statistics (2006)

  • Volume: 26, Issue: 2, page 221-233
  • ISSN: 1509-9423

Abstract

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A robust significance testing method for the Cox regression model, based on a modified Wald test statistic, is discussed. Using Monte Carlo experiments the asymptotic behavior of the modified robust versions of the Wald statistic is compared with the standard significance test for the Cox model based on the log likelihood ratio test statistic.

How to cite

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Tadeusz Bednarski, and Filip Borowicz. "On a robust significance test for the Cox regression model." Discussiones Mathematicae Probability and Statistics 26.2 (2006): 221-233. <http://eudml.org/doc/277018>.

@article{TadeuszBednarski2006,
abstract = {A robust significance testing method for the Cox regression model, based on a modified Wald test statistic, is discussed. Using Monte Carlo experiments the asymptotic behavior of the modified robust versions of the Wald statistic is compared with the standard significance test for the Cox model based on the log likelihood ratio test statistic.},
author = {Tadeusz Bednarski, Filip Borowicz},
journal = {Discussiones Mathematicae Probability and Statistics},
keywords = {robuat estimation; Wald test; survival time; vector of covariates},
language = {eng},
number = {2},
pages = {221-233},
title = {On a robust significance test for the Cox regression model},
url = {http://eudml.org/doc/277018},
volume = {26},
year = {2006},
}

TY - JOUR
AU - Tadeusz Bednarski
AU - Filip Borowicz
TI - On a robust significance test for the Cox regression model
JO - Discussiones Mathematicae Probability and Statistics
PY - 2006
VL - 26
IS - 2
SP - 221
EP - 233
AB - A robust significance testing method for the Cox regression model, based on a modified Wald test statistic, is discussed. Using Monte Carlo experiments the asymptotic behavior of the modified robust versions of the Wald statistic is compared with the standard significance test for the Cox model based on the log likelihood ratio test statistic.
LA - eng
KW - robuat estimation; Wald test; survival time; vector of covariates
UR - http://eudml.org/doc/277018
ER -

References

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  1. [1] T. Bednarski, On sensitivity of Cox's estimator, Statistics and Decisions 7 (1989), 215-228. Zbl0675.62021
  2. [2] T. Bednarski, Robust estimation in Cox's regression model, Scandinavian Journal of Statistics 20 (1993), 213-225. Zbl0794.62026
  3. [3] D.R. Cox, Regression models and life tables, Journal of the Royal Statistical Society. Series B, 34 (1972), 187-220. Zbl0243.62041
  4. [4] D.R. Cox, Partial likelihood, Biometrika 62 (2) (1975), 269-276. Zbl0312.62002
  5. [5] B. Krug, Robust Estimation in Selected Additive Models, PhD thesis (1998), Institute of Mathematics of the Polish Academy of Sciences. 
  6. [6] D.Y. Lin, Goodness-of-fit analysis for the Cox regression model based on a class of parameter estimators, J. Amer. Statist. Assoc. 86 (1991), 725-729. Zbl0733.62048
  7. [7] Ch. Minder and T. Bednarski, A robust method for proportional hazards regression, Statistics in Medicine 15 (1996), 1033-1047. 
  8. [8] N. Reid and H. Crépeau, Influence functions for proportional hazards regression, Biometrika 72 (1985), 1-9. 
  9. [9] S. Samuels, Robustness for survival estimators, Unpublished PhD thesis (1978), Dept. of Biostatistics, Univ. of Washington. 

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