• Title/Summary/Keyword: 콕스 비례위험 모형

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비례위험모형분석을 위한 한글멀콕스(HMULCOX)

  • Lee, Sang-Bok;Park, Eui-Jun
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.1
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    • pp.145-159
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    • 1996
  • 다변량 발병시간자료는 각 개개 환자에게 있어 합병증이 발생되거나 혹은 유사 환자군(집락) 내의 발병시간이 상관되어진 생의학자료에서 흔히 볼 수 있다. HMULCOX는 그런 자료를 분석하기 위한 한글 통계 패키지 가운데 하나이다. 이 프로그램은 관련된 발병시간들이 독립이 아닐때에도 COX 비례 위험 모형의 주변확률분포를 계산해 준다. 주어진 조건으로는 주변확률모형의 기본위험율은 일정한 상수, 흑은 변수라도 관계없다. 또한 치료실패율의 치료변수들(공변량)의 효과에 대해 다양한 통계적 추론이 가능하다. 기본적으로 주변확률분포접근법으로 설계되었지만 HMULCOX는 여러 가지 추론 방법을 선택하는 데 일반적으로 충분하다. 이 프로그램으로 2개의 예를 들어 실행하겠다.

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The relative risk of major risk factors of ischemic heart disease (주요 위험요인별 허혈성심질환 사망위험도 분석)

  • Ko, Min-Jung;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.2
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    • pp.201-209
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    • 2010
  • Due to the dramatic increase of mortality from ischemic heart disease (IHD) during the last decade, it is highly warranted to present the effective prevention strategy. Therefore this study identified the major risk factors of IHD over 10 years of follow-up among 2,268,018 participants of National Health Insurance Exam in 1996 with Cox proportional hazard model. In men, BMI, blood pressure, smoking were significantly associated with IHD, whereas hypertension, perceived health status and ${\gamma}$-GTP were related with IHD in women.

Analysis of stage III proximal colon cancer using the Cox proportional hazards model (Cox 비례위험모형을 이용한 우측 대장암 3기 자료 분석)

  • Lee, Taeseob;Lee, Minjung
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.2
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    • pp.349-359
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    • 2017
  • In this paper, we conducted survival analyses by fitting the Cox proportional hazards model to stage III proximal colon cancer data obtained from the Surveillance, Epidemiology, and End Results program of the National Cancer Institute. We investigated the effect of covariates on the hazard function for death from proximal colon cancer in stage III with surgery performed and estimated the survival probability for a patient with specific covariates. We showed that the proportional hazards assumption is satisfied for covariates that were used to analyses, using a test based on the Schoenfeld residuals and plots of the Schoenfeld residuals and $log[-log\{{\hat{S}}(t)\}]$. We evaluated the model calibration and discriminatory accuracy by calibration plot and time-dependent area under the ROC curve, which were calculated using 10-fold cross validation.

A Longitudinal Look at Economically Active Population Survey and Household Income and Expenditure Survey: Potential and Limitation (횡단조사자료 종단화의 가치와 한계: 경제활동인구조사와 도시가계조사)

  • Lee, Ji-Youn;Kim, Jin
    • Korea journal of population studies
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    • v.29 no.3
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    • pp.159-188
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    • 2006
  • This study attempts to create a longitudinal dataset by linking tdata on the identical individuals across the monthly sample household management lists of the Economically Active Population Survey(EAPS) and the Household Income and Expenditure Survey(HIES). Using the data constructed through such process, the study also tryies to analyze the duration of longitudinal responses and the characteristics of nonrespondents. Between 1998 and 2002, longitudinal response rates had declined to 46% of total EAPS and 34% of total HIES. The fact that nonresponse was not a random phenomenon leads to concerns about the representativeness of the remaining sample. Using Cox's proportional hazard model the study revealed that the duration of longitudinal responses is affected by the ownership of house and the age of the respondent.

Estimation of lapse rate of variable annuities by using Cox proportional hazard model (Cox 비례위험모형을 이용한 변액연금 해지율의 추정)

  • Kim, Yumi;Lee, Hangsuck
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.723-736
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    • 2013
  • The importance of lapse rate is highly increasing due to the introduction of Cash Flow Pricing system, non-refund-of-reserve insurance policy, and IFRS (International Financial Reporting System) to the Korean insurance market. Researches on lapse rate have mainly focused on simple data analysis and regression analysis, etc. However, lapse rate can be analyzed by survival analysis and can be well explained in terms of several covariates with Cox proportional hazard model. Guaranteed minimum benefits embedded in variable annuities require more elegant statistical analysis of lapse rate. Hence, this paper analyzes data of policyholders with variable annuities by using Cox proportional hazard model. The key variables of policy holder that influences the lapse rate are payment method, premium, lapse insured to term insured, reserve-GMXB ratio, and age.

Survival analysis for contract maintenance period using life insurance data (생명보험자료를 이용한 계약유지기간에 대한 생존분석)

  • Yang, Dae Geon;Ha, Il Do;Cho, Geon Ho
    • The Korean Journal of Applied Statistics
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    • v.31 no.6
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    • pp.771-783
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    • 2018
  • The life insurance industry is interested in various factors that influence the long-term extensions of insurance contracts such as the necessity for the advisors' long-term management of consumers, product consulting, and improvement of the investment aspects. This paper investigates important factors leading to a long-term contract that forms an important part of the life insurance industry in Korea. For this purpose we used the data of contents (i.e., data from Jan 1, 2011 to Dec 31, 2016) of the contracts of xxx insurance company. In this paper, we present how to select important variables to influence the duration of the contract maintenance via a penalized Cox's proportional hazards (PH) modelling approach using insurance life data. As the result of analysis, we found that the selected important factors were the advisor's status, the reward type 2 (annuity insurance) and tendency 4 (safety-pursuing type).

Survival Factors and Survival Rates of Foreign-invested Companies (외국인투자기업 생존율 및 영향요인)

  • Seong, Kil-Yong
    • The Journal of the Korea Contents Association
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    • v.19 no.5
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    • pp.287-295
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    • 2019
  • This study was conducted to analyze firm survival rate and impact factors of survival of Foreign-invested Companies in Korea which is between 2006 and 2017. An empirical analysis of the survival factors of firms used explanatory variables such as characteristics of the and 3 firm dummy and 2 firm factors, financial variables of 3 profitability and 3 stability factors. The Kaplan-Meier method was chosen to perform analyses on the survival rates, Cox Proportional Hazard Model took to conduct on the impact factors. As a result of the impact factors of Foreign-invested Companies survival, Ownership (OS), Labour (NE ) of characteristics of the firm had positive effects. The Gross Sales Profit (GSP), Net Profit (NP ) and Operating Profit (OP ) of the financial characteristics had a positive effect. Additional Asset (LA ) had positive effects and Capital (LC), Debt (LB ) had a negative effect. Other factors did not produce significant results.

Determinants of Reemployment after the Economic Crisis in 1997 : An Empirical Approach Using the Cox Proportional Hazards Regression Model (IMF 이후 발생한 실업자의 실업탈피 가능성 결정요인에 관한 연구 : 콕스 비례위험 회귀분석 모형을 이용한 실증분석)

  • Yoo, Tae-Kyun
    • Korean Journal of Social Welfare
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    • v.39
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    • pp.210-237
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    • 1999
  • The primary purpose of this study is to empirically examine the determinants of reemployment of the unemployed after the crash of Korea's economy in 1997. This study also investigates the effects of the government unemployment programs on reemployment of the program beneficiaries. Using the data from the 1998 Survey on Unemployment Condition and Welfare Needs, co-directed by the Korea Institute of Health and Welfare and the Korea Institute of Labor Policy, a Cox regression analysis was conducted. The study results suggested that, in general, the government unemployment programs did not have noticeable effects on reemployment of the beneficiaries. The study, however, found that the effect of the government programs varied, depending on the mode of unemployment-exit, that is, full-time versus part-time reemployment. In addition, the effects of such factors on reemployment as socio-economic characteristics of the unemployed, characteristics of households with unemployed family members, and previous job characteristics are also examined. Based on the study findings, some policy implications are discussed, and suggestions are made for improving the current unemployment programs.

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Study on the determinants of employment duration in the youth-intern project (중소기업 청년인턴 취업자의 재직기간 분석)

  • Park, Sungik;Ryu, Jangsoo;Kim, Jonghan;Cho, Jangsik
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.2
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    • pp.285-294
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    • 2016
  • In general, employment duration is influenced by the individual characteristics (level-1) as well as type of the occupational characteristics (level-2). That is, the data has hierarchical structure in the sense that individual employment duration is influenced by the individual-level variables (level-1) and the job-level (level-2) variables. In this paper, we study the determinants of the employment duration of youth-intern in the SMEs (small and medium enterprises) using Cox's mixed effect model. Major results at level-1 variables are as followings. First, the hazard rate of treatment group is lower than that of control group. Second, the hazard rate of woman is lower than that of man. Also, the hazard rate is lower, for the older and the workers working in the bigger company. Investigation of level-2 variables has shown that random effect for job-level is statistically significant.

A study on the Factors Affecting Job Separation by Middle and Old aged Self-Employed using KLoSA Panel (고령화연구조사(KLoSA) 패널을 활용한 중고령 자영업자의 일자리 이탈 요인에 관한 연구)

  • Choi, Whayoung
    • Journal of vocational education research
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    • v.37 no.1
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    • pp.119-138
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    • 2018
  • The purpose of this study was to analyze the factors influencing of separation and the time of separation for middle and old aged self-employed workers. The cox proportional hazards model was used in the first survey of KLoSA, 684 persons who were over 40 years old in 2006, using data up to the 5th period of 2014. The main findings of this study are as follows. First, the average duration of job for middle and old aged self-employed workers in 2005 was 15.5years. Of the total 684 workers, 214(31.3%) person was found to have lost their job during survey period. Second, gender, age at start up, and education level have significant effects on job separation of them. When women, when they were older at start up, when they were graduate the university or higher, increased their risk of leaving their businesses. Third, in the characteristic of their work, the type of job and job satisfaction were found to affect to job desertion. When people are engaged in accommodation and food business rather than agriculture and forestry fishery, when the satisfaction of the work is lower, the risk was high. Based on these conlusions, the following implications are suggested. First, it is necessary to establish a support strategy for female middle-aged and old self-employed and older workers who start their own business after their 60s. Second, it is necessary to support them to enter into various fields by utilizing their own aptitude and experience rather than establishing them in industries with low entry barriers. Third, it is necessary to develop policies to help improve job satisfaction in the working environment. In particular, it is necessary to ensure that high educated self-employed workers are satisfied with various compensations by self-employed.