Fitting Cox's proportional hazards models from survey data

doi:10.1093/biomet/79.1.139

Biometrika 1992 79(1):139-147; doi:10.1093/biomet/79.1.139
© 1992 by Biometrika Trust

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Fitting Cox's proportional hazards models from survey data

DAVID A. BINDER

Statistics Canada, Ottawa, Canada K1A 0T6

The proportional hazards model makes a number of assumptionswhich may not always be completely satisfied. However, fittingsuch models can have both descriptive and analytical value.We discuss the implications of the survey design for large-scalestudies. We propose a weighted estimator and derive a design-basedestimator for the variance of the estimated parameters. Thederivation requires using methods not previously used in thecontext of analysis of survey data. We conduct a small simulationstudy comparing the proposed method with others in the literature.

Key Words: Complex survey design • Specification error • Taylor linearization • Variance estimation

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