Extending the Cox Model
Since its introduction, the proportional hazards model proposed by Cox has become the workhorse of regression analysis for censored data. In the last several years, the theoretical basis for the model has been solidified by connecting it to the study of counting processes and martingale theory. These developments have, in turn, led to the introduction of several new extensions to the original model. These include the analysis of residuals, time dependent coefficients, multiple/correlated observations, multiple time scales and time dependent strata.
These new techniques have not, however, been easily available to the practictioner, having as of yet not appeared as options in the usual statistical packages. The aim of this monograph is to show how many of these techniques can be approached using standard statistical software, in particular the S-Plus and SAS packages. As such, it should be a bridge between the statistical journals and actual practice.
KeywordsPrimary Biliary Cirrhosis Counting Process Time Dependent Covariates Death Time Karnofsky Score
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