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A Semiparametric Bootstrap for Proportional Hazards Models

  • Thomas M. Loughin
  • Kenneth J. Koehler
Chapter

Abstract

We present a bootstrap resampling plan for the Cox partial likelihood estimator for proportional hazards models with nonrandom explanatory variables. Instead of resampling observed times, the proposed plan resamples from the Uniform(0,1) distribution of probability integral transformations of conditional failure times. The analysis can be completed without transforming resainpled values back into the original time scale, because the partial likelihood is invariant to monotone increasing transformations of the failure times. Adaptations to a variety of censoring schemes are discussed. A simulation study provides comparisons with standard partial likelihood estimation procedures and resampling plans that assume random explanatory variables.

Keywords

Failure Time Bootstrap Sample Partial Likelihood Product Limit Estimator Censoring Scheme 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 1996

Authors and Affiliations

  • Thomas M. Loughin
    • 1
  • Kenneth J. Koehler
    • 2
  1. 1.Department of StatisticsKansas State UniversityManhattanUSA
  2. 2.Department of StatisticsIowa State UniversityAmesUSA

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