✦ LIBER ✦

Robust estimation for the Cox regression model based on trimming

✍ Scribed by Alessio Farcomeni; Sara Viviani

Publisher: John Wiley and Sons
Year: 2011
Tongue: English
Weight: 231 KB
Volume: 53
Category: Article
ISSN: 0323-3847
DOI: 10.1002/bimj.201100008

No coin nor oath required. For personal study only.

✦ Synopsis

Abstract

We propose a robust Cox regression model with outliers. The model is fit by trimming the smallest contributions to the partial likelihood. To do so, we implement a Metropolis‐type maximization routine, and show its convergence to a global optimum. We discuss global robustness properties of the approach, which is illustrated and compared through simulations. We finally fit the model on an original and on a benchmark data set.

📜 SIMILAR VOLUMES

Equivariant Estimation for the Parameter

Equivariant Estimation for the Parameters of an Exponential Model Based on Censored Sampling

✍ T. Leo Alexander; B. Chandrasekar 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 165 KB 👁 2 views

Cox multivariate regression models for e

Cox multivariate regression models for estimating prognosis of patients with endometrioid adenocarcinoma of the uterine corpus who underwent thorough surgical staging

✍ Masashi Nishiya; Noriaki Sakuragi; Hitoshi Hareyama; Yasuhiko Ebina; Mitsuko Fur 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 French ⚖ 79 KB

P2.66: A SAS-macro package for developme

P2.66: A SAS-macro package for development and validation of prognostic and diagnostic models based on the logistic regression model

✍ Rainer Muche; Christina Ring; Christoph Ziegler 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 71 KB 👁 1 views

LETTER TO THE EDITOR: Confidence Interva

LETTER TO THE EDITOR: Confidence Interval Estimates of an Index of Quality Performance Based on Logistic Regression Models, by David W. Hosmer and Stanley Lemeshow, Statistics in Medicine, 14, 2161–2172 (1995)

✍ HONG ZHOU; PATRICK S. ROMANO 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 63 KB 👁 2 views