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seminars:stat:160317 [2016/03/07 11:40] shang |
seminars:stat:160317 [2016/05/01 21:46] (current) aleksey |
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+ | <WRAP centeralign>##Statistics Seminar##\\ Department of Mathematical Sciences</WRAP> | ||
+ | ~~META:title =March 17, 2016~~ | ||
+ | <WRAP 70% center> | ||
+ | ^ **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| | ||
+ | |||
+ | </WRAP> | ||
+ | \\ | ||
+ | |||
+ | <WRAP center box 80%> | ||
+ | <WRAP centeralign>**Abstract**</WRAP>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. | ||
+ | </WRAP> |