• Communications for Statistical Applications and Methods
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• 제24권6호
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• pp.583-604
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• 2017

The most popular regression model for the analysis of time-to-event data is the Cox proportional hazards model. While the model specifies a parametric relationship between the hazard function and the predictor variables, there is no specification regarding the form of the baseline hazard function. A critical assumption of the Cox model, however, is the proportional hazards assumption: when the predictor variables do not vary over time, the hazard ratio comparing any two observations is constant with respect to time. Therefore, to perform credible estimation and inference, one must first assess whether the proportional hazards assumption is reasonable. As with other regression techniques, it is also essential to examine whether appropriate functional forms of the predictor variables have been used, and whether there are any outlying or influential observations. This article reviews diagnostic methods for assessing goodness-of-fit for the Cox proportional hazards model. We illustrate these methods with a case-study using available R functions, and provide complete R code for a simulated example as a supplement.

• 응용통계연구
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• 제15권2호
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• pp.233-250
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• 2002

Cox의 비례위험모형(proportional hazards model)은 생존자료(survival data)에 대한 회귀모형으로 경제학 및 의·공학을 비롯한 여러 응용 분야에서 가장 널리 쓰이고 있는 모형 중 하나이다. 그러나, 이 모형은 일반선헝모형에 비해 잔차 분석을 통한 회귀 진단의 연구가 널리 알려져 있지 않아, 국내의 실제 자료 분석에서는 잔차 분석에 대한 활용이 거의 이루어지지 않고 있는 실정이다. 이에 본 논문에서는 그 동안 제안된 여러 잔차들을 비교 분석하고, S-plus 프로그램을 이용한 PBC(primary biliary cirrhosis) 자료분석을 통해 각 잔차들의 의미를 고찰하고자 한다.

• 대한간호학회지
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• 제49권5호
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• pp.575-585
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• 2019

Purpose: The purpose of this study was to develop predictive models for pressure ulcer incidence using electronic health record (EHR) data and to compare their predictive validity performance indicators with that of the Braden Scale used in the study hospital. Methods: A retrospective case-control study was conducted in a tertiary teaching hospital in Korea. Data of 202 pressure ulcer patients and 14,705 non-pressure ulcer patients admitted between January 2015 and May 2016 were extracted from the EHRs. Three predictive models for pressure ulcer incidence were developed using logistic regression, Cox proportional hazards regression, and decision tree modeling. The predictive validity performance indicators of the three models were compared with those of the Braden Scale. Results: The logistic regression model was most efficient with a high area under the receiver operating characteristics curve (AUC) estimate of 0.97, followed by the decision tree model (AUC 0.95), Cox proportional hazards regression model (AUC 0.95), and the Braden Scale (AUC 0.82). Decreased mobility was the most significant factor in the logistic regression and Cox proportional hazards models, and the endotracheal tube was the most important factor in the decision tree model. Conclusion: Predictive validity performance indicators of the Braden Scale were lower than those of the logistic regression, Cox proportional hazards regression, and decision tree models. The models developed in this study can be used to develop a clinical decision support system that automatically assesses risk for pressure ulcers to aid nurses.

• Journal of the Korean Statistical Society
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• 제26권1호
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• pp.117-130
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• 1997

We study the asymptotic behavior of the maximum partial likelihood estimator in the Cox proportional hazards model in the presence of nuisance parameters when the entry of patients is staggered. When entry of patients is simultaneous and there is only one regression parameter in the Cox model, the efficient score process of the partial likelihood is martingale and converges weakly to a time-chnaged Brownian motion. Our problem is to get a similar result in the presence of nuisance parameters when entry of patient is staggered.

• 한국학교ㆍ지역보건교육학회지
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• 제23권4호
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• pp.81-93
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• 2022

Objectives: The purpose of this study was to develop a model for comprehensively evaluating the risk of sarcopenia in Korean adults and to generate the sarcopenia risk scorecard model based on the results. Methods: The participants of the study were 7,118 adults without sarcopenia in the first basic survey, and a longitudinal analysis was conducted using data from the 1st to 8th survey (2006-2020) of the Korean Longitudinal Study of Aging (KLoSA). The data were analyzed using Rao-Scott chi-square test and weighted Cox proportional hazards regression of complex sampling design. The sarcopenia risk scorecard model was developed by Cox proportional hazards regression using points to double the odds (PDO) method. Results: The findings show that the risk factors for sarcopenia in Korean adults were gender, age, marital status, socioeconomic status, body mass index (BMI), regular exercise, diabetes and arthritis diagnosis. In the scorecard results, the case of exposure to the highest risk level was 100 points. The highest score range were given in the order of age over 65, low BMI, and low socioeconomic status. Conclusions: The significance of this study is that the causal relationship between various factors and the occurrence of sarcopenia in Korean adults was identified. Also, the model developed in this study is expected to be useful in detecting participants with risk of sarcopenia in the community early and preventing and managing sarcopenia through appropriate health education.

• Communications for Statistical Applications and Methods
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• 제11권2호
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• pp.227-233
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• 2004

This paper presents our work on constructing a model that is intended to predict the probability of attrition at specified points in time among customers of an insurance company. There are some difficulties in building a data-based model because a data set may contain possibly censored observations. In an effort to avoid such kind of problem, we performed logistic regression over specified time intervals while using explanatory variables to construct the proposed model. Then, we developed a Cox-type regression model for estimating the probability of attrition over a specified period of time using time-dependent explanatory variables subject to changes in value over the course of the observations.

• 품질경영학회지
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• 제18권1호
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• pp.9-20
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• 1990

The purpose of this paper is to propose the modified semiparametric estimators for survival function in the Cox's regression model with randomly censored data based on Tsiatis and Breslow estimators, and present their asymptotic variances estimates. The proposed estimators are compared to Tsiatis, Breslow, and Kaplan-Meier estimators through a small-sample Monte Carlo study. The simulation results show that the proposed estimators are preferred for small sample sizes.

• Communications for Statistical Applications and Methods
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• 제8권1호
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• pp.127-135
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• 2001

In this paper, we consider a simple method for testing the assumption of independent censoring on the basis of a Cox proportional hazards regression model with a time-dependent covariate. This method involves a two-stage sampling in which a random subset of censored observations is selected and followed-up until their true survival times are observed. Lee and Wolfe(1998) proposed an adjusted estimate of the survivor function for the dependent censoring under a proportional hazards alternative. This paper extends their result to obtain a bootstrap confidence interval for the adjusted survivor function under the dependent censoring. The proposed procedure is illustrated with an example of a clinical trial for lung cancer analysed in Lee and Wolfe(1998).

• Journal of the Korean Statistical Society
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• 제20권1호
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• pp.85-92
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• 1991

A set of conditions ensuring local asymptotic normality for independent but not necessarily identically distributed observations in semiparametric models is presented here. The conditions are turned out to be more direct and easier to verify than those of Oosterhoff and van Zwet(1979) in semiparametric models. Examples considered include the simple linear regression model and Cox's proportional hazards model without censoring where the covariates are not random.

• 한국사회복지학
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• 제39권
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• pp.210-237
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• 1999

이 연구는 IMF 이후의 대량실업 상황하에서 실업자의 실업탈피 가능성에 영향을 미치는 요인을 알아보고자 시도하였으며, 특히 정부의 실업대책이 실제로 실업자의 실업탈피 가능성에 어떤 영향을 미치는지를 실증적으로 알아보았다. 한국보건사회연구원과 한국노동연구원이 공동으로 실시한 '1998 실업실태 및 복지욕구조사' 자료에 대한 콕스 비례위험회귀(Cox Proportional Hazards Regression) 분석을 실시한 결과, 정부의 실업대책이 실업탈피 가능성에 미치는 영향은 분석대상의 실업탈피 유형에 따라 다르게 나타남을 발견하였다. 정부의 실업대책 이외에도 실업자와 실업가구의 인구, 사회 및 경제적 특성, 이전 직장관련 특성, 그리고 생계유지수단이 실업탈피 가능성에 미치는 영향을 분석하였으며, 연구결과를 바탕으로 보다 효과적인 실업대책을 마련하는 데 도움이 될 수 있는 정책방안을 제시하였다.