Influence diagnostics for the proportional hazards model

Influence Diagnostics for the Proportional Hazards Model

Influence diagnostics based on Cook’s curvature diagnostic (1986) are developed for the proportional hazards model. Three perturbation schemes are considered: perturbation of the likelihood, perturbation of the censoring information and perturbation of covariate values.

Functional form diagnostics for Cox's proportional hazards model.

We propose a new type of residual and an easily computed functional form test for the Cox proportional hazards model. The proposed test is a modification of the omnibus test for testing the overall fit of a parametric regression model, developed by Stute, González Manteiga, and Presedo Quindimil (1998, Journal of the American Statistical Association93, 141-149), and is based on what we call cen...

Gradient lasso for Cox proportional hazards model

MOTIVATION There has been an increasing interest in expressing a survival phenotype (e.g. time to cancer recurrence or death) or its distribution in terms of a subset of the expression data of a subset of genes. Due to high dimensionality of gene expression data, however, there is a serious problem of collinearity in fitting a prediction model, e.g. Cox's proportional hazards model. To avoid th...

Adaptive-LASSO for Cox’s Proportional Hazards Model

We investigate the variable selection problem for Cox’s proportional hazards model, and propose a unified model selection and estimation procedure with desired theoretical properties and computational convenience. The new method is based on a penalized log partial likelihood with the adaptively-weighted L1 penalty on regression coefficients, and is named adaptive-LASSO (ALASSO) estimator. Inste...

Model Diagnostics for Proportional and Partial Proportional Odds Models