WU Chaobiao, . Bootstrapping Cox’s Regression Model with Time-dependent Covariates[J]. Chinese Journal of Applied Probability and Statistics, 1998, 14(4): 337-350.
Citation: WU Chaobiao, . Bootstrapping Cox’s Regression Model with Time-dependent Covariates[J]. Chinese Journal of Applied Probability and Statistics, 1998, 14(4): 337-350.

Bootstrapping Cox’s Regression Model with Time-dependent Covariates

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Supported by the Doctorial Fund of Natural Education Committee,P.R.China.

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  • Received Date: February 23, 1995
  • Utilizing the counting process technology and the von Mises method, we discuss the asymptotic properties of bootstrapping the Cox’s regression model for censored survival data with time-dependent covariates which have a proportional effect on the hazard function of the life-time distribution of an individual. Under some regular assumptions, we show that bootstrapping the model is feasible: both the maximum partial likelihood estimators for the regression coefficients and the nonparametric estimator for the baseline cumulate hazard rate function is consistent.

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