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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국자료분석학회 Journal of The Korean Data Analysis Society Journal of The Korean Data Analysis Society 제19권 제6호
- 발행연도
- 2017.1
- 수록면
- 2,881 - 2,890 (10page)
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We consider the Cox PH (proportional hazard) model applied to survival times under complex survey sampling such as cluster sampling. Observations in the same cluster are correlated each other and furthermore they have unequal selection probabilities between clusters. These are the main properties of complex survey data in contrast to the data of simple random sampling. Significance tests for regression coefficients in Cox PH model are based on pseudo partial-likelihood function that incorporates weights of observations. The weight is usually given as the inverse of selection probability of individual unit. The asymptotic distribution of LRT (likelihood ratio test) is not the usual chi-squared distribution but it is given as a linear combination of independent chi-squared random variables. There have been several approaches to approximate the percentage points of asymptotic distribution. We compare the performance of tests and their approximation through a Monte Carlo study.
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참고문헌 (18)
참고문헌 신청
Bender, R. / 2005 / Generating survival times to simulate Cox proportional hazards models / Statistics in Medicine 24 : 1713 ~ 1723
Binder, D. A. / 1992 / Fitting Cox's proportional hazards models from survey data / Biometrika 79 : 139 ~ 147
Cox, D. R. / 1972 / Regression models and life-tables / Journal of the Royal Statistical Society 34 : 187 ~ 220
Kalbfleish, J. D. / 2002 / The statistical analysis of failure time data / Wiley
Kuonen, D. / 1999 / Saddle point approximations for distributions of quadratic forms in normal variables / Biometrika 86 : 929 ~ 935
Binder, D. A. / 1992 / Fitting Cox's proportional hazards models from survey data / Biometrika 79 : 139 ~ 147
Cox, D. R. / 1972 / Regression models and life-tables / Journal of the Royal Statistical Society 34 : 187 ~ 220
Kalbfleish, J. D. / 2002 / The statistical analysis of failure time data / Wiley
Kuonen, D. / 1999 / Saddle point approximations for distributions of quadratic forms in normal variables / Biometrika 86 : 929 ~ 935
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