Biomaterial Database

Performance of goodness-of-fit tests for the Cox proportional hazards model with time-varying covariates. 2014

Shannon Grant, and Ying Qing Chen, and Susanne May

University of Washington, Seattle, WA, USA.

There are few readily-implemented tests for goodness-of-fit for the Cox proportional hazards model with time-varying covariates. Through simulations, we assess the power of tests by Cox (J R Stat Soc B (Methodol) 34(2):187-220, 1972), Grambsch and Therneau (Biometrika 81(3):515-526, 1994), and Lin et al. (Biometrics 62:803-812, 2006). Results show that power is highly variable depending on the time to violation of proportional hazards, the magnitude of the change in hazard ratio, and the direction of the change. Because these characteristics are unknown outside of simulation studies, none of the tests examined is expected to have high power in real applications. While all of these tests are theoretically interesting, they appear to be of limited practical value.

UI	MeSH Term	Description	Entries
D003198	Computer Simulation	Computer-based representation of physical systems and phenomena such as chemical processes.	Computational Modeling,Computational Modelling,Computer Models,In silico Modeling,In silico Models,In silico Simulation,Models, Computer,Computerized Models,Computer Model,Computer Simulations,Computerized Model,In silico Model,Model, Computer,Model, Computerized,Model, In silico,Modeling, Computational,Modeling, In silico,Modelling, Computational,Simulation, Computer,Simulation, In silico,Simulations, Computer
D006801	Humans	Members of the species Homo sapiens.	Homo sapiens,Man (Taxonomy),Human,Man, Modern,Modern Man
D013997	Time Factors	Elements of limited time intervals, contributing to particular results or situations.	Time Series,Factor, Time,Time Factor
D016016	Proportional Hazards Models	Statistical models used in survival analysis that assert that the effect of the study factors on the hazard rate in the study population is multiplicative and does not change over time.	Cox Model,Cox Proportional Hazards Model,Hazard Model,Hazards Model,Hazards Models,Models, Proportional Hazards,Proportional Hazard Model,Proportional Hazards Model,Cox Models,Cox Proportional Hazards Models,Hazard Models,Proportional Hazard Models,Hazard Model, Proportional,Hazard Models, Proportional,Hazards Model, Proportional,Hazards Models, Proportional,Model, Cox,Model, Hazard,Model, Hazards,Model, Proportional Hazard,Model, Proportional Hazards,Models, Cox,Models, Hazard,Models, Hazards,Models, Proportional Hazard
D016027	Heart Transplantation	The transference of a heart from one human or animal to another.	Cardiac Transplantation,Grafting, Heart,Transplantation, Cardiac,Transplantation, Heart,Cardiac Transplantations,Graftings, Heart,Heart Grafting,Heart Graftings,Heart Transplantations,Transplantations, Cardiac,Transplantations, Heart