A New Estimator for Cox Proportional Hazard Regression Model in Presence of Collinearity
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.41, ss.2437-2444, 2012 (SCI-Expanded, Scopus)
- Yayın Türü: Makale / Tam Makale
- Cilt numarası: 41
- Basım Tarihi: 2012
- Doi Numarası: 10.1080/03610926.2012.659827
- Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
- Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
- Sayfa Sayıları: ss.2437-2444
- Marmara Üniversitesi Adresli: Evet
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.