On a robust significance test for the Cox regression model

• Autorzy: Tadeusz Bednarski , Filip Borowicz
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

robuat estimation; Wald test

Kategorie tematyczne

• 62N03: Testing
• 62F35: Robustness and adaptive procedures

• Wydawca: Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra
• Czasopismo: Discussiones Mathematicae Probability and Statistics
• Rocznik: 2006
• Tom: 26
• Numer: 2
• Strony: 221-233

Daty

wydano

2006

otrzymano

2006-11-26

poprawiono

2007-02-08

Twórcy

autor

Tadeusz Bednarski

• Institute of Economic Sciences, Wrocław University, Pl. Uniwersytecki 1, 50-137 Wrocław, Poland

autor

Filip Borowicz

• Institute of Economic Sciences, Wrocław University, Pl. Uniwersytecki 1, 50-137 Wrocław, Poland

Bibliografia

• [1] T. Bednarski, On sensitivity of Cox's estimator, Statistics and Decisions 7 (1989), 215-228.
• [2] T. Bednarski, Robust estimation in Cox's regression model, Scandinavian Journal of Statistics 20 (1993), 213-225.
• [3] D.R. Cox, Regression models and life tables, Journal of the Royal Statistical Society. Series B, 34 (1972), 187-220.
• [4] D.R. Cox, Partial likelihood, Biometrika 62 (2) (1975), 269-276.
• [5] B. Krug, Robust Estimation in Selected Additive Models, PhD thesis (1998), Institute of Mathematics of the Polish Academy of Sciences.
• [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.
• [7] Ch. Minder and T. Bednarski, A robust method for proportional hazards regression, Statistics in Medicine 15 (1996), 1033-1047.
• [8] N. Reid and H. Crépeau, Influence functions for proportional hazards regression, Biometrika 72 (1985), 1-9.
• [9] S. Samuels, Robustness for survival estimators, Unpublished PhD thesis (1978), Dept. of Biostatistics, Univ. of Washington.

Identyfikatory

DOI

10.7151/dmps.1084