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Activity Number: 599
Type: Contributed
Date/Time: Thursday, August 6, 2009 : 10:30 AM to 12:20 PM
Sponsor: Biopharmaceutical Section
Abstract - #305567
Title: Efficiency Impact of Proportional Hazards Assumption Violation
Author(s): Amarjot Kaur*+ and Yabing Mai
Companies: Merck & Co., Inc. and FDA
Address: P.O. Box 2000; RY 34-A316, Rahway, NJ, 07065,
Keywords: nonproportional hazards ; asymptotic relative efficiency
Abstract:

When conducting time-to-event analysis using Cox proportional hazards model, the hazard ratio is assumed to be constant over time. This validity of the proportional hazards assumption is important for correct interpretation of results. The adverse impact of the qualitative interaction of a covariate with time on the conclusion is well documented. However, there is not much literature available regarding the robustness of conclusions from the Cox model when there is a moderate to small quantitative interaction. In this investigation, we'll examine the loss of efficiency in terms of the asymptotic relative efficiency for the score test based on the Cox model under different scenarios of departure from the proportional hazards assumption. We'll explore how resilient the model is to quantitative deviations from the proportionality assumption.


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