Estimations of a threshold parameter in cox regression |
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Authors: | Luo Xiaolong James M Boyett |
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Institution: | St. Jude Children's Research Hospital , Memphis, TN, 38101 |
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Abstract: | Therneau et al (1990) used martingale residual plots to study the threshold effect of some covariates in a proportional hazard regression model for survival data subject to right censoring. We show that the maximum partial likelihood estimate provides an asymptotically consistent estimator for the unknown threshold. This procedure is illustrated by applying it to a data set from a cohort of patients with B-lineage leukemia treated at St. Jude Children's Research Hospital. |
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Keywords: | Threshold parameter Asymptotic theory Change point inference Cox regression model Partial likelihood Proportional hazards Survival analysis |
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