Skip Navigation

Biometrika 2001 88(2):572-580; doi:10.1093/biomet/88.2.572
© 2001 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by Gerds, T. A.
Right arrow Articles by Schumacher, M.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Miscellaneous

On functional misspecification of covariates in the Cox regression model

T.A. Gerds1 and M.Schumacher1

1 Institute of Medical Biometry and Medical Informatics, University of Freiburg, Stefan-Meier-Straße 26, D-79104 Freiburg, Germanygerds{at}fdm.uni-freiburg.de ms{at}imbi.uni-freiburg.de

Model misspecification is discussed for the analysis of censored survival data with the Cox regression model.The maximum partial likelihood estimator for covariate effects has an asymptotic normal distribution under model misspecification (Lin & Wei, 1989). Situations where the assumed functional form for covariates is wrong are considered in a general framework in which we also derive the limit of Breslow's (1972) estimator. Furthermore, we give explicit expressions for the asymptotic variance of the maximum partial likelihood estimator. Numerical values for the errors of the maximum partial likelihood estimator and of the usual variance estimator are obtained for functional misspecification of a single relevant covariate and looking at the effect of a first factor, representing treatment or something similar, for functional wrong incorporation of auxiliary covariate measurements. In the latter situations we analyse the impact of dependence between the covariates.

Key Words: Breslow estimator; Covariate link; Model misspecification; Partial likelihood

Received August 1999. Revised October 2000


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?


This article has been cited by other articles:


Home page
 BioinformaticsHome page
B. Haibe-Kains, C. Desmedt, C. Sotiriou, and G. Bontempi
A comparative study of survival models for breast cancer prognostication based on microarray data: does a single gene beat them all?
Bioinformatics, October 1, 2008; 24(19): 2200 - 2208.
[Abstract] [Full Text] [PDF]

Home page
 BioinformaticsHome page
M. Schumacher, H. Binder, and T. Gerds
Assessment of survival prediction models based on microarray data
Bioinformatics, July 15, 2007; 23(14): 1768 - 1774.
[Abstract] [Full Text] [PDF]


Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.