Bootstrapping a Change-Point Cox Model for Survival Data
Methodology
2013-08-01 v1
Abstract
This paper investigates the (in)-consistency of various bootstrap methods for making inference on a change-point in time in the Cox model with right censored survival data. A criterion is established for the consistency of any bootstrap method. It is shown that the usual nonparametric bootstrap is inconsistent for the maximum partial likelihood estimation of the change-point. A new model-based bootstrap approach is proposed and its consistency established. Simulation studies are carried out to assess the performance of various bootstrap schemes.
Cite
@article{arxiv.1307.8217,
title = {Bootstrapping a Change-Point Cox Model for Survival Data},
author = {Gongjun Xu and Bodhisattva Sen and Zhiliang Ying},
journal= {arXiv preprint arXiv:1307.8217},
year = {2013}
}