A New Estimator for Cox Proportional Hazard Regression Model in Presence of Collinearity


İNAN D. , TEZ M.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.41, ss.2437-2444, 2012 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 41
  • Basım Tarihi: 2012
  • Doi Numarası: 10.1080/03610926.2012.659827
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Sayfa Sayıları: ss.2437-2444

Özet

We propose a new approach to estimate the parameters of the Cox proportional hazards model in the presence of collinearity. Generally, a maximum partial likelihood estimator is used to estimate parameters for the Cox proportional hazards model. However, the maximum partial likelihood estimators can be seriously affected by the presence of collinearity since the parameter estimates result in large variances.