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比例风险回归模型中协变量设定错误导致的效率损失

The Loss in Efficiency from Misspecifying Covariates in Proportional Hazards Regression Models

Biometrika · 1988
被引 0
ABS 4

中文导读

研究了比例风险回归模型中,当协变量形式设定错误时,基于部分似然得分检验的渐近效率损失,可用于评估不同错误设定的后果。

Abstract

This note considers partial likelihood score tests for association between a covariate process and survival time based on a proportional hazards regression model. We derive the asymptotic efficiency of the test based on a misspecified form of the covariate process relative to the test based on the correct form. The results can be used to assess the consequences of various types of misspecification.

计量经济学生存分析统计推断回归模型