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Polynomial spline estimation and inference of proportional hazards regression models with flexible relative risk form. (English) Zbl 1111.62035

Summary: The Cox proportional hazards model usually assumes an exponential form for the dependence of the hazard function on covariate variables. However, in practice this assumption may be violated and other relative risk forms may be more appropriate. We consider the proportional hazards model with an unknown relative risk form. Issues in model interpretation are addressed. We propose a method to estimate the relative risk form and the regression parameters simultaneously by first approximating the logarithm of the relative risk form by a spline, and then employing the maximum partial likelihood estimation. An iterative alternating optimization procedure is developed for efficient implementation. Statistical inference of the regression coefficients and of the relative risk form based on parametric asymptotic theory is discussed. The proposed methods are illustrated using simulation and an application to the Veteran’s Administration lung cancer data.

MSC:

62G08 Nonparametric regression and quantile regression
62N02 Estimation in survival analysis and censored data
62P10 Applications of statistics to biology and medical sciences; meta analysis
Full Text: DOI

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