• Title/Summary/Keyword: Proportional hazard models

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Prediction Intervals for Proportional Hazard Rate Models Based on Progressively Type II Censored Samples

  • Asgharzadeh, A.;Valiollahi, R.
    • Communications for Statistical Applications and Methods
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    • v.17 no.1
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    • pp.99-106
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    • 2010
  • In this paper, we present two methods for obtaining prediction intervals for the times to failure of units censored in multiple stages in a progressively censored sample from proportional hazard rate models. A numerical example and a Monte Carlo simulation study are presented to illustrate the prediction methods.

비례위험모형에서 비례성 가정에 대한 검정: 도산모형에의 응용

  • Nam Jae-U;Kim Dong-Seok;Lee Hoe-Gyeong
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2004.10a
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    • pp.615-618
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    • 2004
  • The previous quantitative bankruptcy prediction models cannot include time dimension. To overcome this limit, various dynamic models using survival analysis are developed recently. This paper emphasizes that the proportionality assumption must be adapted with caution when the Cox's proportional hazard model is used to explain bankruptcy. It is shown that a non-proportional hazard model including a change point model is a proper alternative, when the proportionality assumption is violated by the change of macroeconomic environment, such as the financial crisis in 1997.

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Bayesian Variable Selection in the Proportional Hazard Model

  • Lee, Kyeong-Eun
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.3
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    • pp.605-616
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    • 2004
  • In this paper we consider the proportional hazard models for survival analysis in the microarray data. For a given vector of response values and gene expressions (covariates), we address the issue of how to reduce the dimension by selecting the significant genes. In our approach, rather than fixing the number of selected genes, we will assign a prior distribution to this number. To implement our methodology, we use a Markov Chain Monte Carlo (MCMC) method.

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Estimation of Odds Ratio in Proportional Odds Model

  • Seo, Min-Ja;Kim, Ju-Sung
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1067-1076
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    • 2006
  • Although the proportional hazards model is the most common approach used for studying the relationship of event times and covariates, alternative models are needed for occasions when it does not fit data. In the two-sample case, proportional odds models are useful for fitting data whose hazard rates converge asymptotically. In this thesis, we propose a new estimator of the relative odds ratio of the proportional odds model when two independent random samples are observed under uncensorship. We prove the asymptotic normality and consistency of the estimator by using martingale-representation. The efficiency of the proposed is assessed through a simulation study.

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Normality of the MPLE of a Proportional Hazard Model for Informative Censored Data (정보적 중도절단을 고려한 최대 편우도 추정량의 정규성)

  • 정대현;원동유
    • Journal of Applied Reliability
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    • v.1 no.2
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    • pp.149-163
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    • 2001
  • We study the normality of the maximum partial likelihood estimators for the proportional hazard model with informative censored data. The proposed models cover the cases in which the times to a primary event may be informatively or randomly censored and the times to a secondary event may be randomly censored. To estimate the parameters and to check the normality of the parameters in the model, we adopt the partial likelihood and counting process to use the martingale central limit theorem. Simulation studies are performed to examine the normality of the MPLE's for the five cases in which they depend upon the proportions of randomly censored and informative censored data.

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Survival Prognostic Factors of Male Breast Cancer in Southern Iran: a LASSO-Cox Regression Approach

  • Shahraki, Hadi Raeisi;Salehi, Alireza;Zare, Najaf
    • Asian Pacific Journal of Cancer Prevention
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    • v.16 no.15
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    • pp.6773-6777
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    • 2015
  • We used to LASSO-Cox method for determining prognostic factors of male breast cancer survival and showed the superiority of this method compared to Cox proportional hazard model in low sample size setting. In order to identify and estimate exactly the relative hazard of the most important factors effective for the survival duration of male breast cancer, the LASSO-Cox method has been used. Our data includes the information of male breast cancer patients in Fars province, south of Iran, from 1989 to 2008. Cox proportional hazard and LASSO-Cox models were fitted for 20 classified variables. To reduce the impact of missing data, the multiple imputation method was used 20 times through the Markov chain Mont Carlo method and the results were combined with Rubin's rules. In 50 patients, the age at diagnosis was 59.6 (SD=12.8) years with a minimum of 34 and maximum of 84 years and the mean of survival time was 62 months. Three, 5 and 10 year survival were 92%, 77% and 26%, respectively. Using the LASSO-Cox method led to eliminating 8 low effect variables and also decreased the standard error by 2.5 to 7 times. The relative efficiency of LASSO-Cox method compared with the Cox proportional hazard method was calculated as 22.39. The19 years follow of male breast cancer patients show that the age, having a history of alcohol use, nipple discharge, laterality, histological grade and duration of symptoms were the most important variables that have played an effective role in the patient's survival. In such situations, estimating the coefficients by LASSO-Cox method will be more efficient than the Cox's proportional hazard method.

Estimation methods and interpretation of competing risk regression models (경쟁 위험 회귀 모형의 이해와 추정 방법)

  • Kim, Mijeong
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1231-1246
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    • 2016
  • Cause-specific hazard model (Prentice et al., 1978) and subdistribution hazard model (Fine and Gray, 1999) are mostly used for the right censored survival data with competing risks. Some other models for survival data with competing risks have been subsequently introduced; however, those models have not been popularly used because the models cannot provide reliable statistical estimation methods or those are overly difficult to compute. We introduce simple and reliable competing risk regression models which have been recently proposed as well as compare their methodologies. We show how to use SAS and R for the data with competing risks. In addition, we analyze survival data with two competing risks using five different models.

Estimation of hazard function and hazard change-point for the rectal cancer data (직장암 데이터에 대한 위험률 함수 추정 및 위험률 변화점 추정)

  • Lee, Sieun;Shim, Byoung Yong;Kim, Jaehee
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.6
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    • pp.1225-1238
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    • 2015
  • In this research, we fit various survival models and conduct tests and estimation for the hazard change-point with the rectal cancer data. By the log-rank tests, at significance level ${\alpha}=0.10$, survival functions are significantly different according to the uniporter of glucose (GLUT1), clinical stage (cstage) and pathologic stage (ypstage). From the Cox proportional hazard model, the most significant covariates are GLUT1 and ypstage. Assuming that the rectal cancer data follows the exponential distribution, we estimate one hazard change-point using Matthews and Farewell (1982), Henderson (1990) and Loader (1991) methods.

Comparison between Parametric and Semi-parametric Cox Models in Modeling Transition Rates of a Multi-state Model: Application in Patients with Gastric Cancer Undergoing Surgery at the Iran Cancer Institute

  • Zare, Ali;Mahmoodi, Mahmood;Mohammad, Kazem;Zeraati, Hojjat;Hosseini, Mostafa;Naieni, Kourosh Holakouie
    • Asian Pacific Journal of Cancer Prevention
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    • v.14 no.11
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    • pp.6751-6755
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    • 2013
  • Background: Research on cancers with a high rate of mortality such as those occurring in the stomach requires using models which can provide a closer examination of disease processes and provide researchers with more accurate data. Various models have been designed based on this issue and the present study aimed at evaluating such models. Materials and Methods: Data from 330 patients with gastric cancer undergoing surgery at Iran Cancer Institute from 1995 to 1999 were analyzed. Cox-Snell Residuals and Akaike Information Criterion were used to compare parametric and semi-parametric Cox models in modeling transition rates among different states of a multi-state model. R 2.15.1 software was used for all data analyses. Results: Analysis of Cox-Snell Residuals and Akaike Information Criterion for all probable transitions among different states revealed that parametric models represented a better fitness. Log-logistic, Gompertz and Log-normal models were good choices for modeling transition rate for relapse hazard (state $1{\rightarrow}state$ 2), death hazard without a relapse (state $1{\rightarrow}state$ 3) and death hazard with a relapse (state $2{\rightarrow}state$ 3), respectively. Conclusions: Although the semi-parametric Cox model is often used by most cancer researchers in modeling transition rates of multistate models, parametric models in similar situations- as they do not need proportional hazards assumption and consider a specific statistical distribution for time to occurrence of next state in case this assumption is not made - are more credible alternatives.

The Comprehensive Proportional Hazards Model Incorporating Time-dependent Covariates for Water Pipes (상수관로에 대한 시간종속형 공변수를 포함한 포괄적 비례위험모형)

  • Park, Su-Wan
    • Journal of Korea Water Resources Association
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    • v.42 no.6
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    • pp.445-455
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    • 2009
  • In this paper proportional hazards models for the first through seventh break of 150 mm cast iron pipes in a case study area are established. During the modeling process the assumption of the proportional hazards for covariates on the hazards is examined to include the time-dependent covariate terms in the models. As a result, the pipe material/joint type and the number of customers are modeled as time-dependent for the first failure, and for the second failure only the number of customers is modeled as time-dependent. From the analysis on the baseline hazard functions the failure hazards are found to be generally increasing for the first and second failure, while the hazards of the third break and beyond showed a form of a bath-tub. Furthermore, the changes in the baseline hazard rates according to the time and number of break reflect that the general condition of the pipes is deteriorating. The factors causing pipe break and their effects are analyzed based on the estimated regression coefficients and their hazard ratios, and the constructed models are verified using the deviance residuals of the models.