UNSPECIFIED (2002) Choice of parametric accelerated life and proportional hazards models for survival data: Asymptotic results. LIFETIME DATA ANALYSIS, 8 (4). pp. 375-393. ISSN 1380-7870

Full text not available from this repository.

Abstract

We discuss the impact of misspecifying fully parametric proportional hazards and accelerated life models. For the uncensored case, misspecified accelerated life models give asymptotically unbiased estimates of covariate effect, but the shape and scale parameters depend on the misspecification. The covariate, shape and scale parameters differ in the censored case. Parametric proportional hazards models do not have a sound justification for general use: estimates from misspecified models can be very biased, and misleading results for the shape of the hazard function can arise. Misspecified survival functions are more biased at the extremes than the centre. Asymptotic and first order results are compared. If a model is misspecified, the size of Wald tests will be underestimated. Use of the sandwich estimator of standard error gives tests of the correct size, but misspecification leads to a loss of power. Accelerated life models are more robust to misspecification because of their log-linear form. In preliminary data analysis, practitioners should investigate proportional hazards and accelerated life models; software is readily available for several such models.

Item Type:	Journal Article
Subjects:	Q Science > QA Mathematics
Journal or Publication Title:	LIFETIME DATA ANALYSIS
Publisher:	KLUWER ACADEMIC PUBL
ISSN:	1380-7870
Date:	December 2002
Volume:	8
Number:	4
Number of Pages:	19
Page Range:	pp. 375-393
Publication Status:	Published
URI:	http://wrap.warwick.ac.uk/id/eprint/10513

Data sourced from Thomson Reuters' Web of Knowledge

Request changes to a record

Actions (login required)

View Item