Proportional hazards regression

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The place in survival analysis now occupied by proportional hazards models and their generalizations is so large that it is no longer conceivable to offer a course on the subject without devoting at least half of the content to this topic alone. This book focuses on the theory and applications of a very broad class of models—proportional hazards and non-proportional hazards models, the former being viewed as a special case of the latter—which underlie modern survival analysis.

Unlike other books in this area the emphasis is not on measure theoretic arguments for stochastic integrals and martingales. Instead, while inference based on counting processes and the theory of martingales is covered, much greater weight is placed on more traditional results such as the functional central limit theorem. This change in emphasis allows us in the book to devote much greater consideration to practical issues in modeling. The implications of different models, their practical interpretation, the predictive ability of any model, model construction, and model selection as well as the whole area of mis-specified models receive a great deal of attention.

The book is aimed at both those interested in theory and those interested in applications. Many examples and illustrations are provided. The required mathematical and statistical background for those relatively new to the field is carefully outlined so that the material is accessible to a broad range of levels.

John O’Quigley—Director of Research at the French Institut National de la Santé et de la Recherche Médicale and Professor of Mathematics at the University of California at San Diego—has published extensively on the subject of survival analysis, both in theoretical and applied journals. He has taught and carried out collaborative research at several of the world's leading departments of mathematics and statistics including the University of Washington, the Fred Hutchinson Cancer Research Center in Seattle, Harvard University, and Lancaster University, UK.

Author(s): John O'Quigley (auth.)
Series: Statistics for biology and health
Edition: 1
Publisher: Springer-Verlag New York
Year: 2008

Language: English
Pages: 542
City: New York
Tags: Statistics for Life Sciences, Medicine, Health Sciences; Econometrics

Front Matter....Pages i-xvii
Introduction....Pages 1-11
Background: Probability....Pages 13-62
Background: General inference....Pages 63-101
Background: Survival analysis....Pages 103-127
Marginal survival....Pages 129-150
Regression models and subject heterogeneity....Pages 151-202
Inference: Estimating equations....Pages 203-230
Inference: Functions of Brownian motion....Pages 231-266
Inference: Likelihood....Pages 267-293
Inference: Stochastic integrals....Pages 295-309
Inference: Small samples....Pages 311-330
Inference: Changepoint models....Pages 331-358
Explained variation....Pages 359-405
Explained randomness....Pages 407-436
Survival given covariates....Pages 437-461
Proofs of theorems, lemmas and corollaries....Pages 463-475
Back Matter....Pages 477-542