Efficient estimation of fixed and time‐varying covariate effects in multiplicative intensity models

T Martinussen, TH Scheike… - Scandinavian Journal of …, 2002 - Wiley Online Library
The proportional hazards assumption of the Cox model does sometimes not hold in practise.
An example is a treatment effect that decreases with time. We study a general multiplicative …

A flexible additive multiplicative hazard model

T Martinussen, TH Scheike - Biometrika, 2002 - academic.oup.com
We present a new additive‐multiplicative hazard model which consists of two components.
The first component contains additive covariate effects through an additive Aalen model …

An additive–multiplicative Cox–Aalen regression model

TH Scheike, MJ Zhang - Scandinavian Journal of Statistics, 2002 - Wiley Online Library
We propose an additive–multiplicative intensity model that extends the Cox regression
model as well as the additive Aalen model. Instead of having a simple baseline intensity the …

Comparing nonnested Cox models

JP Fine - Biometrika, 2002 - academic.oup.com
We derive the limiting distribution of the partial likelihood ratio under general conditions. The
multiplicative hazards models being fitted may be nonnested and misspecified. The true …

The incidence of monotone likelihood in the Cox model

MC Bryson, ME Johnson - Technometrics, 1981 - Taylor & Francis
In estimating covariate coefficients for the Cox proportional-hazards model, there is a
nonzero probability for any finite sample that the maximum likelihood estimate will be …

Diagnostic plots to reveal functional form for covariates in multiplicative intensity models

PM Grambsch, TM Therneau, TR Fleming - Biometrics, 1995 - JSTOR
We show how plots based on the residuals from a proportional hazards model may be used
to reveal the correct functional form for covariates in the model. A smoothed plot of the …

Estimating cumulative treatment effects in the presence of nonproportional hazards

G Wei, DE Schaubel - Biometrics, 2008 - academic.oup.com
Often in medical studies of time to an event, the treatment effect is not constant over time. In
the context of Cox regression modeling, the most frequent solution is to apply a model that …

Efficient estimation of the partly linear additive Cox model

J Huang - The annals of Statistics, 1999 - projecteuclid.org
The partly linear additive Cox model is an extension of the (linear) Cox model and allows
flexible modeling of covariate effects semiparametrically. We study asymptotic properties of …

Power analysis for multivariable Cox regression models

E Scosyrev, E Glimm - Statistics in medicine, 2019 - Wiley Online Library
In power analysis for multivariable Cox regression models, variance of the estimated log‐
hazard ratio for the treatment effect is usually approximated by inverting the expected null …

Maximum weighted partial likelihood estimators for the Cox model

P Sasieni - Journal of the American Statistical Association, 1993 - Taylor & Francis
New estimators for Cox regression that maximize a weighted version of the partial likelihood
are considered. Their asymptotic properties on the model are sketched. Estimators with …