Random weighting method for Cox's proportional hazards model

• 来源期刊: 中国科学A辑（英文版）
• 年，卷（期）: 2008,（10）
• 页码范围: 1843-1854
• 页数: 12页
• 语种: 英文
• DOI: 10.1007/s11425-007-0164-7

摘要

Variance of parameter estimate in Cox's proportional hazards model is based on asymptotic variance.When sample size is small,variance can be estimated by bootstrap method.However,if censoring rate in a survival data set is high,bootstrap method may fail to work properly.This is because bootstrap samples may be even more heavily censored due to repeated sampling of the censored observations.This paper proposes a random weighting method for variance estimation and confidence interval estimation for proportional hazards model.This method,unlike the bootstrap method,does not lead to more severe censoring than the original sample does.Its large sample properties are studied and the consistency and asymptotic normality are proved under mild conditions.Simulation studies show that the random weighting method is not as sensitive to heavy censoring as bootstrap method is and can produce good variance estimates or confidence intervals.