Influence diagnostics based on Cook’s curvature diagnostic (1986) are developed for the proportional hazards model. Three perturbation schemes are considered: perturbation of the likelihood, perturbation of the censoring information and perturbation of covariate values.

The Cox proportional hazards (PH) model with time-dependent covariates (referred to as the extended PH model) has been widely used in medical and health related studies to investigate the effects of time-varying risk factors on survival. Theories and practices regarding model estimation and fitting have been well developed for the extended PH model. However, little has been done regarding sampl...

Prognostic factors: stroke was defined as a focal neurological deficit of acute onset, persisting for .24 hours. Cardiovascular risk factors (data collected biennially) included hypertension, diabetes mellitus, atrial fibrillation, cigarette smoking status, and apolipoprotein E genotype. Association between incident stroke and development of dementia was assessed using a Cox proportional hazard...

We introduce a pathwise algorithm for the Cox proportional hazards model, regularized by convex combinations of ℓ1 and ℓ2 penalties (elastic net). Our algorithm fits via cyclical coordinate descent, and employs warm starts to find a solution along a regularization path. We demonstrate the efficacy of our algorithm on real and simulated data sets, and find considerable speedup between our algori...