Abstract Details
Activity Number:
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697
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Type:
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Contributed
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Date/Time:
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Thursday, August 13, 2015 : 10:30 AM to 12:20 PM
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Sponsor:
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Biometrics Section
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Abstract #316125
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View Presentation
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Title:
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Construct a Simultaneous Confidence Interval for Linear Time-Varying Coefficients in Cox Proportional Hazard Model
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Author(s):
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Shizue Izumi* and Tetsuji Tonda and Kenichi Satoh
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Companies:
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Oita University and Prefectural University of Hiroshima and Hiroshima University
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Keywords:
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Survival time data ;
Cox proportional hazard model ;
Time dependent covariate ;
Time varying coefficient ;
Simultaneous confidence interval
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Abstract:
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We propose a simple method to construct a simultaneous confidence interval for linear time varying coefficients in Cox proportional hazard model. Here we consider the intervals for both time-independent and time varying coefficients. For the linear time varying coefficients we estimate the interactions of time and covariate as time-dependent covariate in an extended Cox proportional model in which a linear varying coefficient is incorporated. Second we construct the estimate of time varying coefficient and compute its simultaneous confidence interval on either an infinite or a finite time interval using a traditional multivariate data analytical method. We demonstrate our proposed method using an example data set, and the results show that a simultaneous confidence interval is wider than a pointwise confidence interval. Our proposal promises researchers to give an additional easy approach to deal with time-dependent covariates in the survival time data analyses.
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Authors who are presenting talks have a * after their name.
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