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Single-index models or time-to-event models are frequently applied in empirical research. These models are non-identifiable in presence of unknown (dependent) censoring or competing risks and do not give informative results in empirical…

Methodology · Statistics 2026-03-25 Jia-Han Shih , Simon M. S. Lo , Ralf A. Wilke

Instrumental variables (IV) are a useful tool for estimating causal effects in the presence of unmeasured confounding. IV methods are well developed for uncensored outcomes, particularly for structural linear equation models, where simple…

Methodology · Statistics 2019-02-01 Behzad Kianian , Jung In Kim , Jason P. Fine , Limin Peng

We consider the conditional treatment effect for competing risks data in observational studies. While it is described as a constant difference between the hazard functions given the covariates, we do not assume specific functional forms for…

Applications · Statistics 2021-12-28 Denise Rava , Ronghui Xu

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

Modeling symptom progression to identify informative subjects for a new Huntington's disease clinical trial is problematic since time to diagnosis, a key covariate, can be heavily censored. Imputation is an appealing strategy where censored…

Methodology · Statistics 2025-02-11 Sarah C. Lotspeich , Tanya P. Garcia

We use statistical mechanics techniques, viz. the replica method, to model the effect of censoring on overfitting in Cox's proportional hazards model, the dominant regression method for time-to-event data. In the overfitting regime, Maximum…

Methodology · Statistics 2023-12-06 Emanuele Massa , Alexander Mozeika , Anthony Coolen

Survival analysis, or time-to-event analysis, is an important and widespread problem in healthcare research. Medical research has traditionally relied on Cox models for survival analysis, due to their simplicity and interpretability. Cox…

Machine Learning · Computer Science 2023-10-25 Mike Van Ness , Tomas Bosschieter , Natasha Din , Andrew Ambrosy , Alexander Sandhu , Madeleine Udell

While analysing time-to-event data, it is possible that a certain fraction of subjects will never experience the event of interest and they are said to be cured. When this feature of survival models is taken into account, the models are…

Methodology · Statistics 2020-01-27 Khandoker Akib Mohammad , Yuichi Hirose , Budhi Surya , Yuan Yao

We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser. B 34 (1972) 187-220] model for right-censored univariate failure times. These models assume that the hazard…

Statistics Theory · Mathematics 2007-06-13 Michael R. Kosorok , Bee Leng Lee , Jason P. Fine

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome…

Econometrics · Economics 2024-10-30 Alberto Abadie , Anish Agarwal , Raaz Dwivedi , Abhin Shah

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

Our objective is to construct well-calibrated prediction sets for a time-to-event outcome subject to right-censoring with guaranteed coverage. Inspired by modern conformal inference, our approach avoids the need for a well-specified…

Methodology · Statistics 2026-01-27 Rebecca Farina , Eric J. Tchetgen Tchetgen , Arun Kumar Kuchibhotla

The proportional hazards assumption in the commonly used Cox model for censored failure time data is often violated in scientific studies. Yang and Prentice (2005) proposed a novel semiparametric two-sample model that includes the…

Methodology · Statistics 2012-06-06 Guoqing Diao , Donglin Zeng , Song Yang

We develop a post-selection inference method for the Cox proportional hazards model with interval-censored data, which provides asymptotically valid p-values and confidence intervals conditional on the model selected by lasso. The method is…

Methodology · Statistics 2024-01-02 Jianrui Zhang , Chenxi Li , Haolei Weng

High throughput genetic sequencing arrays with thousands of measurements per sample and a great amount of related censored clinical data have increased demanding need for better measurement specific model selection. In this paper we…

Statistics Theory · Mathematics 2019-07-31 Jelena Bradic , Jianqing Fan , Jiancheng Jiang

The inverse probability weighting approach is popular for evaluating treatment effects in observational studies, but extreme propensity scores could bias the estimator and induce excessive variance. Recently, the overlap weighting approach…

Methodology · Statistics 2022-06-22 Chao Cheng , Fan Li , Laine Thomas , Fan Li

Statistical causal inference from observational studies often requires adjustment for a possibly multi-dimensional variable, where dimension reduction is crucial. The propensity score, first introduced by Rosenbaum and Rubin, is a popular…

Statistics Theory · Mathematics 2020-04-28 Hui Guo , Philip Dawid , Giovanni Berzuini

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

Contrasting marginal counterfactual survival curves across treatment arms is an effective and popular approach for inferring the causal effect of an intervention on a right-censored time-to-event outcome. A key challenge to drawing such…

Methodology · Statistics 2022-04-29 Andrew Ying , Yifan Cui , Eric J. Tchetgen Tchetgen

This paper extends doubly robust censoring unbiased transformations to a broad class of censored data structures under the assumption of coarsening at random and positivity. This includes the classic survival and competing risks setting,…

Methodology · Statistics 2024-11-08 Oliver Lunding Sandqvist