Proportional hazards and threshold regression: their theoretical and practical connections
نویسندگان
چکیده
منابع مشابه
the study of practical and theoretical foundation of credit risk and its coverage
پس از بررسی هر کدام از فاکتورهای نوع صنعت, نوع ضمانت نامه, نرخ بهره , نرخ تورم, ریسک اعتباری کشورها, کارمزد, ریکاوری, gdp, پوشش و وثیقه بر ریسک اعتباری صندوق ضمانت صادرات ایران مشخص گردید که همه فاکتورها به استثنای ریسک اعتباری کشورها و کارمزد بقیه فاکتورها رابطه معناداری با ریسک اعتباری دارند در ضمن نرخ بهره , نرخ تورم, ریکاوری, و نوع صنعت و ریسک کشورها اثر عکس روی ریسک اعتباری داردو پوشش, وثی...
15 صفحه اولBenefits of Threshold Regression: A Case-study Comparison with Cox Proportional Hazards Regression
Cox proportional hazards (PH) regression is a well-known model for analyzing survival data and its strengths are widely recognized. Threshold regression (TR) is a relatively new methodology but one that is receiving greater attention and being used successfully by researchers in different fields, including biopharmaceutical statistics. In threshold regression, event times are modeled by a stoch...
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A measure of the predictive capability of a proportional hazards regression is derived. The measure is based on the residuals appropriate to proportional hazards regression. A population version is presented and can be seen not to depend on the censoring mechanism under the provision that any such censoring be independent or conditionally independent of the failure mechanism given the covariate...
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Proportional hazards regression model assumes that the covariates affect the hazard function through a link function and an index which is a linear function of the covariates. Traditional approaches, such as the Cox proportional hazards model, focus on estimating the unknown index by assuming a known link function between the log-hazard function and covariates. A linear link function is often e...
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This paper develops a class of density regression models based on proportional hazards family, namely, Gamma transformation proportional hazard (Gt-PH) model . Exact inference for the regression parameters and hazard ratio is derived. These estimators enjoy some good properties such as unbiased estimation, which may not be shared by other inference methods such as maximum likelihood estimate (M...
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ژورنال
عنوان ژورنال: Lifetime Data Analysis
سال: 2009
ISSN: 1380-7870,1572-9249
DOI: 10.1007/s10985-009-9138-0