Iterated Residuals and Time-Varying Covariate Effects in Cox Regression
Cox 回归中的迭代残差与时变协变量效应
Summary The Cox proportional hazards model, which is widely used for the analysis of treatment and prognostic effects with censored survival data, makes the assumption that the hazard ratio is constant over time. Nonparametric estimators have been developed for an extended model in which the hazard ratio is allowed to change over time. Estimators based on residuals are appealing as they are easy to use and relate in a simple way to the more restricted Cox model estimator.…