Essays On Semiparametric Cox Proportional Hazard Models PDF Download

Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Essays On Semiparametric Cox Proportional Hazard Models PDF full book. Access full book title Essays On Semiparametric Cox Proportional Hazard Models.

Essays on Semiparametric Cox Proportional Hazard Models

Essays on Semiparametric Cox Proportional Hazard Models
Author: Huiyin Zhang
Publisher:
Total Pages: 111
Release: 2009
Genre: Estimation theory
ISBN:

Download Essays on Semiparametric Cox Proportional Hazard Models Book in PDF, ePub and Kindle

In this dissertation I study different versions of the semiparametric proportional hazard duration model and their practical applications under both frequentist and Bayesian econometrics frameworks. I use the unemployment spell data set that is created from the Panel Study of Income Dynamics (PSID). In Chapter 1 I study the effects of unemployment compensation and other important sociodemographic factors on unemployment duration. Whether duration dependence follows a particular function form is also examined. Discrete, semiparametric, proportional hazard models are used and compared among different specifications. I allow for nonparametric estimation of the effect of time on the unemployment exit rate. Because unobserved individual heterogeneity has the potential to bias the estimation results, we also consider gamma heterogeneity as an additional source of error in the hazard model (i.e., the so called mixed proportional hazard model, MPH). I find that the nonparametric baseline hazard estimations capture very well the shape of the empirical duration, which often does not belong to a specific parametric family; and unemployment insurance and socio-demographic aspects have significant impacts on the unemployment spell. In the second chapter I test whether different ways to resume work, such as new job and recall, have different duration behaviors. Hence a semiparametric dependent competing risks proportional hazard model is specified. Identifiability of such model is also discussed. By assuming linearity on the baseline hazard at each time interval, I allow for unrestricted correlation between the competing risks. My model guarantees that the unobserved failure occurs later than the observed failure at any possible time point, and censored observations are accommodated explicitly in the model specification. The estimated correlation coefficient suggests that recall duration and new job duration have a positive relationship that may not be negligible. We also find that there is significant difference in the hazard structure of returning to the same employer and a different employer. Different from the first two chapters, in the third chapter I investigate the ordered probit duration model semiparametrically using the Bayesian Markov Chain Monte Carlo (MCMC) methods. I develop and estimate the model without considering unobserved heterogeneity, and noninformative priors are assumed for both the baseline hazard and regressor parameters. Hybrid Metropolis-Hastings/Gibbs sampler is employed to speed up chain mixture. Convergence of the chains is assessed by the Gelman-Rubin scale reduction factor. Applications on the PSID unemployment duration data demonstrate that the proposed model and estimation method perform well.


The Cox Model and Its Applications

The Cox Model and Its Applications
Author: Mikhail Nikulin
Publisher: Springer
Total Pages: 131
Release: 2016-04-11
Genre: Mathematics
ISBN: 3662493322

Download The Cox Model and Its Applications Book in PDF, ePub and Kindle

This book will be of interest to readers active in the fields of survival analysis, genetics, ecology, biology, demography, reliability and quality control. Since Sir David Cox’s pioneering work in 1972, the proportional hazards model has become the most important model in survival analysis. The success of the Cox model stimulated further studies in semiparametric and nonparametric theories, counting process models, study designs in epidemiology, and the development of many other regression models that could offer more flexible or more suitable approaches in data analysis. Flexible semiparametric regression models are increasingly being used to relate lifetime distributions to time-dependent explanatory variables. Throughout the book, various recent statistical models are developed in close connection with specific data from experimental studies in clinical trials or from observational studies.


Modeling Survival Data: Extending the Cox Model

Modeling Survival Data: Extending the Cox Model
Author: Terry M. Therneau
Publisher: Springer Science & Business Media
Total Pages: 356
Release: 2013-11-11
Genre: Mathematics
ISBN: 1475732945

Download Modeling Survival Data: Extending the Cox Model Book in PDF, ePub and Kindle

This book is for statistical practitioners, particularly those who design and analyze studies for survival and event history data. Building on recent developments motivated by counting process and martingale theory, it shows the reader how to extend the Cox model to analyze multiple/correlated event data using marginal and random effects. The focus is on actual data examples, the analysis and interpretation of results, and computation. The book shows how these new methods can be implemented in SAS and S-Plus, including computer code, worked examples, and data sets.


Semiparametric Analysis of an Expanded Cox Proportional Hazards Model with Time-varying Covariates

Semiparametric Analysis of an Expanded Cox Proportional Hazards Model with Time-varying Covariates
Author: Wenying Zheng
Publisher:
Total Pages: 126
Release: 2016
Genre:
ISBN:

Download Semiparametric Analysis of an Expanded Cox Proportional Hazards Model with Time-varying Covariates Book in PDF, ePub and Kindle

Time-varying covariates are often encountered in survival analysis. The Cox proportional hazards model can incorporate time-varying covariates, while the interpretation of regression parameters is less straightforward. We instead propose a complementary log-log survival model. When covariates are time-independent, the proposed model reduces to the Cox proportional hazards model; however, when they are time-varying, the proposed model provides a direct interpretation of regression parameters in the survival function. We develop semiparametric estimation procedures based on estimating equations, and establish the asymptotic properties of the estimators for the regression parameters and survival functions. In addition, we include weight functions to the estimating equations to improve efficiency. We demonstrate the proposed methods by simulation studies and application to the Mayo Clinic Primary Biliary Cirrhosis data and data from a landmark HIV randomized prevention trial.


Survival Analysis and Causal Inference

Survival Analysis and Causal Inference
Author: Denise Rava
Publisher:
Total Pages: 329
Release: 2021
Genre:
ISBN:

Download Survival Analysis and Causal Inference Book in PDF, ePub and Kindle

In chapter 1 we study explained variation under the additive hazards regression model for right-censored data. We consider different approaches for developing such a measure, and focus on one that estimates the proportion of variation in the failure time explained by the covariates. We study the properties of the measure both analytically, and through extensive simulations. We apply the measure to a well-known survival dataset as well as the linked surveillance, epidemiology, and end results-Medicare database for prediction of mortality in early stage prostate cancer patients using high-dimensional claims codes. In chapter 2 we propose a new flexible method for survival prediction: DeepHazard, a neural network for time-varying risks. Prognostic models in survival analysis are aimed at understanding the relationship between patients' covariates and the distribution of survival time. Traditionally, semiparametric models, such as the Cox model, have been assumed. These often rely on strong proportionality assumptions of the hazard that might be violated in practice. Moreover, they do not often include covariates' information updated over time. Our approach is tailored for a wide range of continuous hazards forms, with the only restriction of being additive in time. A flexible implementation, allowing different optimization methods, along with any norm penalty, is developed. Numerical examples illustrate that our approach outperforms existing state-of-the-art methodology in terms of predictive capability evaluated through the C-index metric. The same is revealed on the popular real datasets as METABRIC, GBSG, ACTG and PBC. In chapter 3 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 the additive hazards model in order to adjust for the covariates. We derive the efficient score for the treatment effect using modern semiparametric theory, as well as two doubly robust scores with respect to both the assumed propensity score for treatment and the censoring model, and the outcome models for the competing risks. We provide the asymptotic distributions of the estimators when the two sets of working models are both correct, or when only one of them is correct. We study the inference based on these estimators using simulation. The estimators are applied to the data from a cohort of Japanese men in Hawaii followed since 1960s in order to study the effect of midlife drinking behavior on late life cognitive outcomes. In chapter 4 we consider doubly robust estimation of the causal hazard ratio in observational studies. The treatment effect of interest, described as the constant ratio between the hazard functions of thetwo potential outcomes, is parametrized by the Marginal Structural Cox Model. Under the assumption of no unmeasured confounders, causal methods, as Cox-IPW, have been developed for estimation of the treatment effect of interest. However no doubly robust methods have been proposed under the Marginal Structural Cox model. We develop an AIPW estimator for this popular model that is both model and rate-doubly robust with respect to the treatment assignment model and the conditional outcome model. The proposed estimator is applied to the data from a cohort of Japanese men in Hawaii followed since 1960s in order to study the effect of mid-life alcohol exposure on overall death.


Semi-Parametric Hazard Ratio Applied to Engineering Insurance System

Semi-Parametric Hazard Ratio Applied to Engineering Insurance System
Author: Ayman Mostafa
Publisher:
Total Pages: 0
Release: 2015
Genre:
ISBN:

Download Semi-Parametric Hazard Ratio Applied to Engineering Insurance System Book in PDF, ePub and Kindle

The objective of hazards (lifetime) analysis is to advance and promote statistical science in the various applied fields that deal with lifetime (survival) data including: actuarial science and reliability engineering. The lifetime data analysis provides special techniques that are required to compare the risks for failure. Bayesian semi-parametric methods have been applied to survival analysis problems since the emergence of the area of the Bayesian semi-parametric procedures. Cox proportional hazard model (PHM) estimates hazard ratios. Cox PHM is considered as constant hazard ratio over time if and only if Cox PHM assumptions are not violated. In Bayesian analysis, Markov Chin Monte Carlo (MCMC) methods have become a ubiquitous tool as the computer is more powerful. In this article, estimation of the parameters in Cox PHM is presented by using Bayes methods based on MCMC algorithm and duplicate the results using non-Bayes framework. The method is motivated by an example based on a hypothetical engineering insurance system.


Advances In Statistical Modeling And Inference: Essays In Honor Of Kjell A Doksum

Advances In Statistical Modeling And Inference: Essays In Honor Of Kjell A Doksum
Author: Vijay Nair
Publisher: World Scientific
Total Pages: 698
Release: 2007-03-15
Genre: Mathematics
ISBN: 9814476617

Download Advances In Statistical Modeling And Inference: Essays In Honor Of Kjell A Doksum Book in PDF, ePub and Kindle

There have been major developments in the field of statistics over the last quarter century, spurred by the rapid advances in computing and data-measurement technologies. These developments have revolutionized the field and have greatly influenced research directions in theory and methodology. Increased computing power has spawned entirely new areas of research in computationally-intensive methods, allowing us to move away from narrowly applicable parametric techniques based on restrictive assumptions to much more flexible and realistic models and methods. These computational advances have also led to the extensive use of simulation and Monte Carlo techniques in statistical inference. All of these developments have, in turn, stimulated new research in theoretical statistics.This volume provides an up-to-date overview of recent advances in statistical modeling and inference. Written by renowned researchers from across the world, it discusses flexible models, semi-parametric methods and transformation models, nonparametric regression and mixture models, survival and reliability analysis, and re-sampling techniques. With its coverage of methodology and theory as well as applications, the book is an essential reference for researchers, graduate students, and practitioners.


Comparison Between Weibull and Cox Proportional Hazards Models

Comparison Between Weibull and Cox Proportional Hazards Models
Author: Angela Maria Crumer
Publisher:
Total Pages:
Release: 2011
Genre:
ISBN:

Download Comparison Between Weibull and Cox Proportional Hazards Models Book in PDF, ePub and Kindle

The time for an event to take place in an individual is called a survival time. Examples include the time that an individual survives after being diagnosed with a terminal illness or the time that an electronic component functions before failing. A popular parametric model for this type of data is the Weibull model, which is a flexible model that allows for the inclusion of covariates of the survival times. If distributional assumptions are not met or cannot be verified, researchers may turn to the semi-parametric Cox proportional hazards model. This model also allows for the inclusion of covariates of survival times but with less restrictive assumptions. This report compares estimates of the slope of the covariate in the proportional hazards model using the parametric Weibull model and the semi-parametric Cox proportional hazards model to estimate the slope. Properties of these models are discussed in Chapter 1. Numerical examples and a comparison of the mean square errors of the estimates of the slope of the covariate for various sample sizes and for uncensored and censored data are discussed in Chapter 2. When the shape parameter is known, the Weibull model far out performs the Cox proportional hazards model, but when the shape parameter is unknown, the Cox proportional hazards model and the Weibull model give comparable results.