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We study the Cox models with semiparametric relative risk, which can be partially linear with one nonparametric component, or multiple additive or nonadditive nonparametric components. A penalized partial likelihood procedure is proposed to…

Statistics Theory · Mathematics 2010-10-20 Pang Du , Shuangge Ma , Hua Liang

We study the multiplicative hazards model with intermittently observed longitudinal covariates and time-varying coefficients. For such models, the existing ad hoc approach, such as the last value carried forward, is biased. We propose a…

Methodology · Statistics 2025-03-13 Zhuowei Sun , Hongyuan Cao

We consider instrumental variable estimation of the proportional hazards model of Cox (1972). The instrument and the endogenous variable are discrete but there can be (possibly continuous) exogenous covariables. By making a rank invariance…

Econometrics · Economics 2023-09-06 Lorenzo Tedesco , Jad Beyhum , Ingrid Van Keilegom

The proportional hazards model represents the most commonly assumed hazard structure when analysing time to event data using regression models. We study a general hazard structure which contains, as particular cases, proportional hazards,…

Methodology · Statistics 2018-05-24 Francisco J. Rubio , Laurent Remontet , Nicholas P. Jewell , Aurélien Belot

In applied time-to-event analysis, a flexible parametric approach is to model the hazard rate as a piecewise constant function of time. However, the change points and values of the piecewise constant hazard are usually unknown and need to…

Methodology · Statistics 2024-08-08 Manuel Rosenbaum , Jan Beyersmann , Michael Vogt

We study inference for censored survival data where some covariates are distorted by some unknown functions of an observable confounding variable in a multiplicative form. Example of this kind of data in medical studies is the common…

Methodology · Statistics 2020-06-03 Yanyan Liu , Yuanshan Wu , Jing Zhang , Haibo Zhou

Frailty models are often the model of choice for heterogeneous survival data. A frailty model contains both random effects and fixed effects, with the random effects accommodating for the correlation in the data. Different estimation…

Methodology · Statistics 2019-09-17 Oodally Ajmal , Luc Duchateau , Estelle Kuhn

The hazard ratio from the Cox proportional hazards model is a ubiquitous summary of treatment effect. However, when hazards are non-proportional, the hazard ratio can lose a stable causal interpretation and become study-dependent because it…

Methodology · Statistics 2026-02-17 Xiang Meng , Lu Tian , Kenneth Kehl , Hajime Uno

Prognostic models in survival analysis are aimed at understanding the relationship between patients' covariates and the distribution of survival time. Traditionally, semi-parametric models, such as the Cox model, have been assumed. These…

Machine Learning · Statistics 2020-11-06 Denise Rava , Jelena Bradic

The ratio of the hazard functions of two populations or two strata of a single population plays an important role in time-to-event analysis. Cox regression is commonly used to estimate the hazard ratio under the assumption that it is…

Methodology · Statistics 2022-07-13 Yujian Wu , Ted Westling

Massive sized survival datasets are becoming increasingly prevalent with the development of the healthcare industry. Such datasets pose computational challenges unprecedented in traditional survival analysis use-cases. A popular way for…

Methodology · Statistics 2023-05-09 Nir Keret , Malka Gorfine

The Cox proportional hazard model is one of the most popular tools in analyzing time-to-event data in public health studies. When outcomes observed in clinical data from different regions yield a varying pattern correlated with location, it…

Applications · Statistics 2020-02-20 Yishu Xue , Elizabeth D. Schifano , Guanyu Hu

The hazard ratio, typically estimated using Cox's famous proportional hazards model, is the most common effect measure used to describe the association or effect of a covariate on a time-to-event outcome. In recent years the hazard ratio…

Methodology · Statistics 2026-01-15 Jonathan W. Bartlett , Dominic Magirr , Tim P. Morris

To estimate a sparse linear model from data with Gaussian noise, consilience from lasso and compressed sensing literatures is that thresholding estimators like lasso and the Dantzig selector have the ability in some situations to identify…

Machine Learning · Statistics 2017-08-14 Jairo Diaz-Rodriguez , Sylvain Sardy

We consider a non-proportional hazards model where the regression coefficient is not constant but piecewise constant. Following Andersen and Gill (1982), we know that a knowledge of the changepoint leads to a relatively straightforward…

Applications · Statistics 2016-10-11 Roxane Duroux , John O'Quigley

The additive hazards model specifies the effect of covariates on the hazard in an additive way, in contrast to the popular Cox model, in which it is multiplicative. As non-parametric model, it offers a very flexible way of modeling…

Methodology · Statistics 2022-01-24 Chengyuan Lu , Jelle Goeman , Hein Putter

In many important statistical applications, the number of variables or parameters $p$ is much larger than the number of observations $n$. Suppose then that we have observations $y=X\beta+z$, where $\beta\in\mathbf{R}^p$ is a parameter…

Statistics Theory · Mathematics 2009-09-29 Emmanuel Candes , Terence Tao

Inference and prediction under the sparsity assumption have been a hot research topic in recent years. However, in practice, the sparsity assumption is difficult to test, and more importantly can usually be violated. In this paper, to study…

Statistics Theory · Mathematics 2022-10-18 Yanmei Shi , Zhiruo Li , Qi Zhang

Maximum approximate Bernstein likelihood estimates of the baseline density function and the regression coefficients in the proportional hazard regression models based on interval-censored event time data are proposed. This results in not…

Methodology · Statistics 2020-12-25 Zhong Guan

It is standard practice for covariates to enter a parametric model through a single distributional parameter of interest, for example, the scale parameter in many standard survival models. Indeed, the well-known proportional hazards model…

Methodology · Statistics 2020-08-10 Kevin Burke , Gilbert MacKenzie