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Variable selection problem for the nonlinear Cox regression model is considered. In survival analysis, one main objective is to identify the covariates that are associated with the risk of experiencing the event of interest. The Cox…

Machine Learning · Statistics 2022-11-18 Kexuan Li

In observational studies, unmeasured confounders present a crucial challenge in accurately estimating desired causal effects. To calculate the hazard ratio (HR) in Cox proportional hazard models for time-to-event outcomes, two-stage…

For discrete-time survival data, conditional likelihood inference in Cox's hazard odds model is theoretically desirable but exact calculation is numerical intractable with a moderate to large number of tied events. Unconditional maximum…

Methodology · Statistics 2020-12-08 Zhiqiang Tan

In observational studies with survival or time-to-event outcomes, a propensity score weighted marginal Cox proportional hazard model with the treatment variable as the only predictor is commonly used to estimate the causal marginal hazard…

Methodology · Statistics 2026-02-02 Zixian Zhao , Chengxin Yang , Fan Li

For the analysis of time-to-event data, frequently used methods such as the log-rank test or the Cox proportional hazards model are based on the proportional hazards assumption, which is often debatable. Although a wide range of parametric…

Instrumental variables regression is a tool that is commonly used in the analysis of observational data. The instrumental variables are used to make causal inference about the effect of a certain exposure in the presence of unmeasured…

Methodology · Statistics 2023-09-07 Valentin Vancak , Arvid Sjölander

Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…

Methodology · Statistics 2023-01-25 Anupam Kundu , Mohsen Pourahmadi

The problem of how to best select variables for confounding adjustment forms one of the key challenges in the evaluation of exposure effects in observational studies, and has been the subject of vigorous recent activity in causal inference.…

Methodology · Statistics 2021-12-02 Kelly Van Lancker , Oliver Dukes , Stijn Vansteelandt

Instrumental variables are commonly used to estimate effects of a treatment afflicted by unmeasured confounding, and in practice instruments are often continuous (e.g., measures of distance, or treatment preference). However, available…

Methodology · Statistics 2018-07-05 Edward H. Kennedy , Scott A. Lorch , Dylan S. Small

Background: The hazard ratio of the Cox proportional hazards model is widely used in randomized controlled trials to assess treatment effects. However, two properties of the hazard ratio including the non-collapsibility and built-in…

Methodology · Statistics 2024-01-17 Helen Bian , Menglan Pang , Guanbo Wang , Zihang Lu

We propose in this work an original estimator of the conditional intensity of a marker-dependent counting process, that is, a counting process with covariates. We use model selection methods and provide a non asymptotic bound for the risk…

Statistics Theory · Mathematics 2008-10-24 F. Comte , S. Gaïffas , A. Guilloux

We consider the situation of estimating Cox regression in which some covariates are subject to missing, and there exists additional information (including observed event time, censoring indicator and fully observed covariates) which may be…

Methodology · Statistics 2017-10-16 Chiu-Hsieh Hsu , Mandi Yu

The penalized Cox proportional hazard model is a popular analytical approach for survival data with a large number of covariates. Such problems are especially challenging when covariates vary over follow-up time (i.e., the covariates are…

Methodology · Statistics 2021-06-10 Steve Cygu , Jonathan Dushoff , Benjamin M. Bolker

In survival analysis, the lifetime under study is not always observed. In certain applications, for some individuals, the value of the lifetime is only known to be smaller or larger than some random duration. This framework represent an…

Statistics Theory · Mathematics 2020-02-25 Laurent Bordes , Maria Carmen Pardo , Christian Paroissin , Valentin Patilea

Instrumental variables estimation has gained considerable traction in recent decades as a tool for causal inference, particularly amongst empirical researchers. This paper makes three contributions. First, we provide a detailed theoretical…

Econometrics · Economics 2021-04-27 Aiwei Huang , Madhurima Chandra , Laura Malkhasyan

The lasso has been studied extensively as a tool for estimating the coefficient vector in the high-dimensional linear model; however, considerably less is known about estimating the error variance in this context. In this paper, we propose…

Methodology · Statistics 2019-07-22 Guo Yu , Jacob Bien

Motivated by the need to analyze continuously updated data sets in the context of time-to-event modeling, we propose a novel nonparametric approach to estimate the conditional hazard function given a set of continuous and discrete…

Methodology · Statistics 2025-07-03 Daphné Aurouet , Valentin Patilea

We consider the Cox regression model and prove some properties of the maximum partial likelihood estimator $\hat\beta_n$ and of the the Breslow estimator $\Lambda_n$. The asymptotic properties of these estimators have been widely studied in…

Statistics Theory · Mathematics 2020-02-20 Cécile Durot , Eni Musta

The Cox regression, a semi-parametric method of survival analysis, is extremely popular in biomedical applications. The proportional hazards assumption is a key requirement in the Cox model. To accommodate non-proportional hazards, we…

Methodology · Statistics 2022-06-13 Alexander Begun , Elena Kulinskaya

The Cox proportional hazards model is the most widely used regression model in univariate survival analysis. Extensions of the Cox model to bivariate survival data, however, remain scarce. We propose two novel extensions based on a…

Methodology · Statistics 2025-11-12 Yael Travis-Lumer , Micha Mandel , Ido Didi Fabian , Rebecca A. Betensky , Malka Gorfine