##Statistics Seminar##\\ Department of Mathematical Sciences
~~META:title =March 17, 2016~~
^ **DATE:**|Thursday, March 17, 2016 |
^ **TIME:**|1:15pm to 2:15pm |
^ **LOCATION:**|WH 100E |
^ **SPEAKER:**|Junyi Dong, Binghamton University |
^ **TITLE:**|Diagnostic Plotting Methods for Proportional Hazards Models With Time-dependent Covariates or Time-varying Regression Coefficients|
\\
**Abstract**Given a sample of regression data from $(Y,Z)$,
we propose several new diagnostic plotting methods for the Cox models
with the general external time-dependent covariates $Z$,
which can be continuous, or with the
time-varying regression coefficients.
The main approach compares the non-parametric
MLE of the survival function of $Y$
against its expected (correct) expression under the
given Cox model which can be mis-specified.
This is different from the existing methods in the literatures such as
log-log plots and residuals plots.
The simulation studies and the data analysis of our breast cancer
data suggest that the combination of these
diagnostic plotting methods we proposed performs quite satisfactorily.
These new diagnostic plotting methods naturally yield various
tests for checking the validity of the Cox models.
The main advantage of the new tests over the residual tests is
in the case that the data do not fit any PH model.
Then the new tests are still valid but not the residual tests.