A STUDY OF TIES AND TIME-VARYING COVARIATES IN COX PROPORTIONAL HAZARDS MODEL

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A STUDY OF TIES AND TIME-VARYING COVARIATES IN COX PROPORTIONAL HAZARDS MODEL

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Title: A STUDY OF TIES AND TIME-VARYING COVARIATES IN COX PROPORTIONAL HAZARDS MODEL
Author: Xin, Xin
Department: Department of Mathematics and Statistics
Program: Mathematics and Statistics
Advisor: Darlington, GerardaHorrocks, Julie
Abstract: In this thesis, ties and time-varying covariates in survival analysis are investigated. There are two types of ties: ties between event times (Type 1 ties) and ties between event times and the time that discrete time-varying covariates change or "jump"(Type 2 ties). The Cox proportional hazards model is one of the most important regression models for survival analysis. Methods for including Type 1 ties and time-varying covariates in the Cox proportional hazards model are well established in previous studies, but Type 2 ties have been ignored in the literature. This thesis discusses the effect of Type 2 ties on Cox's partial likelihood, the current default method to treat Type 2 ties in statistical packages SAS and R (called Fail before Jump in this thesis), and proposes alternative methods (Random and Equally Weighted) for Type 2 ties. A simulation study as well as an analysis of data sets from real research both suggest that both Random and Equally Weighted methods perform better than the other two methods. Also the effect of the percentages of Type 1 and Type 2 ties on these methods for handling both types of ties is discussed.
URI: http://hdl.handle.net/10214/2974
Date: 2011-09-12


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