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

İNAN, DENİZ; TEZ, MÜJGAN

doi:10.1080/03610926.2012.659827

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

Atıf İçin Kopyala

İNAN D., TEZ M.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.41, ss.2437-2444, 2012 (SCI-Expanded)

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.