Essays on Semiparametric Cox Proportional Hazard Models

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ISBN 13 :
Total Pages : 111 pages
Book Rating : 4.:/5 (567 download)

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Book Synopsis Essays on Semiparametric Cox Proportional Hazard Models by : Huiyin Zhang

Download or read book Essays on Semiparametric Cox Proportional Hazard Models written by Huiyin Zhang and published by . This book was released on 2009 with total page 111 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this dissertation I study different versions of the semiparametric proportional hazard duration model and their practical applications under both frequentist and Bayesian econometrics frameworks. I use the unemployment spell data set that is created from the Panel Study of Income Dynamics (PSID). In Chapter 1 I study the effects of unemployment compensation and other important sociodemographic factors on unemployment duration. Whether duration dependence follows a particular function form is also examined. Discrete, semiparametric, proportional hazard models are used and compared among different specifications. I allow for nonparametric estimation of the effect of time on the unemployment exit rate. Because unobserved individual heterogeneity has the potential to bias the estimation results, we also consider gamma heterogeneity as an additional source of error in the hazard model (i.e., the so called mixed proportional hazard model, MPH). I find that the nonparametric baseline hazard estimations capture very well the shape of the empirical duration, which often does not belong to a specific parametric family; and unemployment insurance and socio-demographic aspects have significant impacts on the unemployment spell. In the second chapter I test whether different ways to resume work, such as new job and recall, have different duration behaviors. Hence a semiparametric dependent competing risks proportional hazard model is specified. Identifiability of such model is also discussed. By assuming linearity on the baseline hazard at each time interval, I allow for unrestricted correlation between the competing risks. My model guarantees that the unobserved failure occurs later than the observed failure at any possible time point, and censored observations are accommodated explicitly in the model specification. The estimated correlation coefficient suggests that recall duration and new job duration have a positive relationship that may not be negligible. We also find that there is significant difference in the hazard structure of returning to the same employer and a different employer. Different from the first two chapters, in the third chapter I investigate the ordered probit duration model semiparametrically using the Bayesian Markov Chain Monte Carlo (MCMC) methods. I develop and estimate the model without considering unobserved heterogeneity, and noninformative priors are assumed for both the baseline hazard and regressor parameters. Hybrid Metropolis-Hastings/Gibbs sampler is employed to speed up chain mixture. Convergence of the chains is assessed by the Gelman-Rubin scale reduction factor. Applications on the PSID unemployment duration data demonstrate that the proposed model and estimation method perform well.

The Cox Model and Its Applications

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Publisher : Springer
ISBN 13 : 3662493322
Total Pages : 131 pages
Book Rating : 4.6/5 (624 download)

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Book Synopsis The Cox Model and Its Applications by : Mikhail Nikulin

Download or read book The Cox Model and Its Applications written by Mikhail Nikulin and published by Springer. This book was released on 2016-04-11 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book will be of interest to readers active in the fields of survival analysis, genetics, ecology, biology, demography, reliability and quality control. Since Sir David Cox’s pioneering work in 1972, the proportional hazards model has become the most important model in survival analysis. The success of the Cox model stimulated further studies in semiparametric and nonparametric theories, counting process models, study designs in epidemiology, and the development of many other regression models that could offer more flexible or more suitable approaches in data analysis. Flexible semiparametric regression models are increasingly being used to relate lifetime distributions to time-dependent explanatory variables. Throughout the book, various recent statistical models are developed in close connection with specific data from experimental studies in clinical trials or from observational studies.

Modeling Survival Data: Extending the Cox Model

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Publisher : Springer Science & Business Media
ISBN 13 : 1475732945
Total Pages : 356 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Modeling Survival Data: Extending the Cox Model by : Terry M. Therneau

Download or read book Modeling Survival Data: Extending the Cox Model written by Terry M. Therneau and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is for statistical practitioners, particularly those who design and analyze studies for survival and event history data. Building on recent developments motivated by counting process and martingale theory, it shows the reader how to extend the Cox model to analyze multiple/correlated event data using marginal and random effects. The focus is on actual data examples, the analysis and interpretation of results, and computation. The book shows how these new methods can be implemented in SAS and S-Plus, including computer code, worked examples, and data sets.

Semiparametric Analysis of an Expanded Cox Proportional Hazards Model with Time-varying Covariates

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ISBN 13 :
Total Pages : 126 pages
Book Rating : 4.:/5 (981 download)

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Book Synopsis Semiparametric Analysis of an Expanded Cox Proportional Hazards Model with Time-varying Covariates by : Wenying Zheng

Download or read book Semiparametric Analysis of an Expanded Cox Proportional Hazards Model with Time-varying Covariates written by Wenying Zheng and published by . This book was released on 2016 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time-varying covariates are often encountered in survival analysis. The Cox proportional hazards model can incorporate time-varying covariates, while the interpretation of regression parameters is less straightforward. We instead propose a complementary log-log survival model. When covariates are time-independent, the proposed model reduces to the Cox proportional hazards model; however, when they are time-varying, the proposed model provides a direct interpretation of regression parameters in the survival function. We develop semiparametric estimation procedures based on estimating equations, and establish the asymptotic properties of the estimators for the regression parameters and survival functions. In addition, we include weight functions to the estimating equations to improve efficiency. We demonstrate the proposed methods by simulation studies and application to the Mayo Clinic Primary Biliary Cirrhosis data and data from a landmark HIV randomized prevention trial.

Essays on the Assumption of Proportional Hazards in Cox Regression

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Publisher : Uppsala Universitet
ISBN 13 : 9789155452087
Total Pages : 36 pages
Book Rating : 4.4/5 (52 download)

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Book Synopsis Essays on the Assumption of Proportional Hazards in Cox Regression by : Inger Persson

Download or read book Essays on the Assumption of Proportional Hazards in Cox Regression written by Inger Persson and published by Uppsala Universitet. This book was released on 2002-04-01 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Survival Analysis and Causal Inference

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Publisher :
ISBN 13 :
Total Pages : 329 pages
Book Rating : 4.:/5 (126 download)

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Book Synopsis Survival Analysis and Causal Inference by : Denise Rava

Download or read book Survival Analysis and Causal Inference written by Denise Rava and published by . This book was released on 2021 with total page 329 pages. Available in PDF, EPUB and Kindle. Book excerpt: In chapter 1 we study explained variation under the additive hazards regression model for right-censored data. We consider different approaches for developing such a measure, and focus on one that estimates the proportion of variation in the failure time explained by the covariates. We study the properties of the measure both analytically, and through extensive simulations. We apply the measure to a well-known survival dataset as well as the linked surveillance, epidemiology, and end results-Medicare database for prediction of mortality in early stage prostate cancer patients using high-dimensional claims codes. In chapter 2 we propose a new flexible method for survival prediction: DeepHazard, a neural network for time-varying risks. Prognostic models in survival analysis are aimed at understanding the relationship between patients' covariates and the distribution of survival time. Traditionally, semiparametric models, such as the Cox model, have been assumed. These often rely on strong proportionality assumptions of the hazard that might be violated in practice. Moreover, they do not often include covariates' information updated over time. Our approach is tailored for a wide range of continuous hazards forms, with the only restriction of being additive in time. A flexible implementation, allowing different optimization methods, along with any norm penalty, is developed. Numerical examples illustrate that our approach outperforms existing state-of-the-art methodology in terms of predictive capability evaluated through the C-index metric. The same is revealed on the popular real datasets as METABRIC, GBSG, ACTG and PBC. In chapter 3 we consider the conditional treatment effect for competing risks data in observational studies. While it is described as a constant difference between the hazard functions given the covariates, we do not assume the additive hazards model in order to adjust for the covariates. We derive the efficient score for the treatment effect using modern semiparametric theory, as well as two doubly robust scores with respect to both the assumed propensity score for treatment and the censoring model, and the outcome models for the competing risks. We provide the asymptotic distributions of the estimators when the two sets of working models are both correct, or when only one of them is correct. We study the inference based on these estimators using simulation. The estimators are applied to the data from a cohort of Japanese men in Hawaii followed since 1960s in order to study the effect of midlife drinking behavior on late life cognitive outcomes. In chapter 4 we consider doubly robust estimation of the causal hazard ratio in observational studies. The treatment effect of interest, described as the constant ratio between the hazard functions of thetwo potential outcomes, is parametrized by the Marginal Structural Cox Model. Under the assumption of no unmeasured confounders, causal methods, as Cox-IPW, have been developed for estimation of the treatment effect of interest. However no doubly robust methods have been proposed under the Marginal Structural Cox model. We develop an AIPW estimator for this popular model that is both model and rate-doubly robust with respect to the treatment assignment model and the conditional outcome model. The proposed estimator is applied to the data from a cohort of Japanese men in Hawaii followed since 1960s in order to study the effect of mid-life alcohol exposure on overall death.

Semi-Parametric Hazard Ratio Applied to Engineering Insurance System

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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)

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Book Synopsis Semi-Parametric Hazard Ratio Applied to Engineering Insurance System by : Ayman Mostafa

Download or read book Semi-Parametric Hazard Ratio Applied to Engineering Insurance System written by Ayman Mostafa and published by . This book was released on 2015 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The objective of hazards (lifetime) analysis is to advance and promote statistical science in the various applied fields that deal with lifetime (survival) data including: actuarial science and reliability engineering. The lifetime data analysis provides special techniques that are required to compare the risks for failure. Bayesian semi-parametric methods have been applied to survival analysis problems since the emergence of the area of the Bayesian semi-parametric procedures. Cox proportional hazard model (PHM) estimates hazard ratios. Cox PHM is considered as constant hazard ratio over time if and only if Cox PHM assumptions are not violated. In Bayesian analysis, Markov Chin Monte Carlo (MCMC) methods have become a ubiquitous tool as the computer is more powerful. In this article, estimation of the parameters in Cox PHM is presented by using Bayes methods based on MCMC algorithm and duplicate the results using non-Bayes framework. The method is motivated by an example based on a hypothetical engineering insurance system.

Non- and Semi-parametric Survival Analysis with Left Truncated and Interval Censored Data

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ISBN 13 :
Total Pages : 224 pages
Book Rating : 4.:/5 (89 download)

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Book Synopsis Non- and Semi-parametric Survival Analysis with Left Truncated and Interval Censored Data by : Wei Pan

Download or read book Non- and Semi-parametric Survival Analysis with Left Truncated and Interval Censored Data written by Wei Pan and published by . This book was released on 1997 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Advances In Statistical Modeling And Inference: Essays In Honor Of Kjell A Doksum

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Publisher : World Scientific
ISBN 13 : 9814476617
Total Pages : 698 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Advances In Statistical Modeling And Inference: Essays In Honor Of Kjell A Doksum by : Vijay Nair

Download or read book Advances In Statistical Modeling And Inference: Essays In Honor Of Kjell A Doksum written by Vijay Nair and published by World Scientific. This book was released on 2007-03-15 with total page 698 pages. Available in PDF, EPUB and Kindle. Book excerpt: There have been major developments in the field of statistics over the last quarter century, spurred by the rapid advances in computing and data-measurement technologies. These developments have revolutionized the field and have greatly influenced research directions in theory and methodology. Increased computing power has spawned entirely new areas of research in computationally-intensive methods, allowing us to move away from narrowly applicable parametric techniques based on restrictive assumptions to much more flexible and realistic models and methods. These computational advances have also led to the extensive use of simulation and Monte Carlo techniques in statistical inference. All of these developments have, in turn, stimulated new research in theoretical statistics.This volume provides an up-to-date overview of recent advances in statistical modeling and inference. Written by renowned researchers from across the world, it discusses flexible models, semi-parametric methods and transformation models, nonparametric regression and mixture models, survival and reliability analysis, and re-sampling techniques. With its coverage of methodology and theory as well as applications, the book is an essential reference for researchers, graduate students, and practitioners.

Comparison Between Weibull and Cox Proportional Hazards Models

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (729 download)

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Book Synopsis Comparison Between Weibull and Cox Proportional Hazards Models by : Angela Maria Crumer

Download or read book Comparison Between Weibull and Cox Proportional Hazards Models written by Angela Maria Crumer and published by . This book was released on 2011 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The time for an event to take place in an individual is called a survival time. Examples include the time that an individual survives after being diagnosed with a terminal illness or the time that an electronic component functions before failing. A popular parametric model for this type of data is the Weibull model, which is a flexible model that allows for the inclusion of covariates of the survival times. If distributional assumptions are not met or cannot be verified, researchers may turn to the semi-parametric Cox proportional hazards model. This model also allows for the inclusion of covariates of survival times but with less restrictive assumptions. This report compares estimates of the slope of the covariate in the proportional hazards model using the parametric Weibull model and the semi-parametric Cox proportional hazards model to estimate the slope. Properties of these models are discussed in Chapter 1. Numerical examples and a comparison of the mean square errors of the estimates of the slope of the covariate for various sample sizes and for uncensored and censored data are discussed in Chapter 2. When the shape parameter is known, the Weibull model far out performs the Cox proportional hazards model, but when the shape parameter is unknown, the Cox proportional hazards model and the Weibull model give comparable results.

Hosmer-Lemeshow Goodness-of-fit Test

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ISBN 13 :
Total Pages : 76 pages
Book Rating : 4.:/5 (875 download)

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Book Synopsis Hosmer-Lemeshow Goodness-of-fit Test by : Danielle Guffey

Download or read book Hosmer-Lemeshow Goodness-of-fit Test written by Danielle Guffey and published by . This book was released on 2012 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goodness of fit of a statistical model is commonly assessed by describing how well the model fits the observed data. For logistic regression the Hosmer-Lemeshow goodness-of-fit test compares the number of expected events from the logistic regression model to the number of observed events within deciles of predicted probabilities. This research evaluates two translations of the Hosmer-Lemeshow goodness-of-fit test for logistic regression to the Cox proportional hazards model, the Cook-Ridker (CR) and the D'Agostino-Nam (DAN) tests. These translations are compared to a test which was designed specifically for survival data, the Grønnesby and Borgan (GB) test. The GB test uses martingale residuals to compare the count of events to the semi-parametric estimates from the Cox proportional hazards model on a cumulative hazards scale. In contrast, the CR and DAN translations compare the non-parametric Kaplan-Meier estimate and the semi-parametric Cox proportional hazards estimate of survival at a fixed time. The sizes of these tests are investigated by simulating survival data and varying the baseline hazard function (exponential, Weibull and log-logistic), effect size, percentage of censoring, sample size, number of groups, and the choice of fixed time point (for the CR and DAN tests). The sizes of the CR and DAN tests are near the nominal level in very few of the simulated scenarios. For most scenarios the CR and DAN tests have a size that is either much larger or much lower than the nominal level. However, when using half the maximum simulated time as the fixed time point the sizes of the CR and DAN test are near or closer to the nominal level in more scenarios compared to when the maximum time point is used. In addition, numerical issues can occur when the estimated survival probability is zero and when the estimated expected number of events is either close to zero or close to one. These results also expand on previous simulation studies showing that the size of the Grønnesby and Borgan test is notably above 0.05 in larger sample sizes (1000 or more). Although the CR and DAN translations of the Hosmer-Lemeshow goodness-of-fit test to the Cox proportional hazards regression are conceptually intuitive they appear to have an incorrect size and numerical issues can occur. The Grønnesby and Borgan test should be used instead since it has a more appropriate size when used with the correct number of groups.

Cox Model for Interval Censored Data in Breast Cancer Follow-Up Studies

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Publisher :
ISBN 13 :
Total Pages : 46 pages
Book Rating : 4.:/5 (742 download)

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Book Synopsis Cox Model for Interval Censored Data in Breast Cancer Follow-Up Studies by :

Download or read book Cox Model for Interval Censored Data in Breast Cancer Follow-Up Studies written by and published by . This book was released on 2004 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt: The overall objective of this research proposal is semi-parametric inference of the Cox proportional hazards (PH) regression model for a survival function Pr(X> x I Z = z) = S(x I z) = S 0 (x)ezbeta, where X is a time-to-event variable. which is subject to interval censoring, Z represents the covariates, S0 is a baseline survival function, and beta represents the regression coefficients. The main objective of our research is to develop asymptotic inferences of the generalized maximum likelihood estimators (GMLE) of beta and S(. I z). A critical limitation with GMLE under interval censoring is that it is computationally feasible only for a small data set. We therefore propose to also investigate asymptotic properties of a computationally simpler alternative to GMLE, namely two-stage estimators (TSE) of beta and S(. I z) obtained by a two-stage modified Newton-Raphson algorithm involving data grouping. In the four years of our research, we have implemented a foolproof algorithm for obtaining TSE, proved consistency and established asymptotic normality for both GMLE and TSE under both discrete and continuous distributional assumptions, and proposed new diagnostic method for PH assumption. Also, we have successfully applied our asymptotic Cox regression methodology to the analysis of a large-scale, long-term breast cancer relapse follow-up study. Our results will be useful to data analysis of breast cancer relapse follow-up studies, chemoprevention intervention trials and genetic studies on familial aggregation of breast cancer and related cancers.

Three Essays in Labor Economics

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Publisher :
ISBN 13 :
Total Pages : 286 pages
Book Rating : 4.3/5 (129 download)

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Book Synopsis Three Essays in Labor Economics by : Michael Allgrunn

Download or read book Three Essays in Labor Economics written by Michael Allgrunn and published by . This book was released on 2009 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Three Essays on the Industrial Organization of Financial Markets

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Publisher :
ISBN 13 :
Total Pages : 236 pages
Book Rating : 4.:/5 (56 download)

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Book Synopsis Three Essays on the Industrial Organization of Financial Markets by : David F. Andrade

Download or read book Three Essays on the Industrial Organization of Financial Markets written by David F. Andrade and published by . This book was released on 1997 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Three Essays on Expectations

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ISBN 13 :
Total Pages : 332 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Three Essays on Expectations by : Michael M. Perry

Download or read book Three Essays on Expectations written by Michael M. Perry and published by . This book was released on 2007 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Three Empirical Essays in Labor Markets

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Publisher :
ISBN 13 :
Total Pages : 312 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Three Empirical Essays in Labor Markets by : In-Gang Na

Download or read book Three Empirical Essays in Labor Markets written by In-Gang Na and published by . This book was released on 1996 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Handbook of Survival Analysis

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Publisher : CRC Press
ISBN 13 : 146655567X
Total Pages : 635 pages
Book Rating : 4.4/5 (665 download)

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Book Synopsis Handbook of Survival Analysis by : John P. Klein

Download or read book Handbook of Survival Analysis written by John P. Klein and published by CRC Press. This book was released on 2016-04-19 with total page 635 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Survival Analysis presents modern techniques and research problems in lifetime data analysis. This area of statistics deals with time-to-event data that is complicated by censoring and the dynamic nature of events occurring in time. With chapters written by leading researchers in the field, the handbook focuses on advances in survival analysis techniques, covering classical and Bayesian approaches. It gives a complete overview of the current status of survival analysis and should inspire further research in the field. Accessible to a wide range of readers, the book provides: An introduction to various areas in survival analysis for graduate students and novices A reference to modern investigations into survival analysis for more established researchers A text or supplement for a second or advanced course in survival analysis A useful guide to statistical methods for analyzing survival data experiments for practicing statisticians