Bias correction for score tests arising from misspecified proportional hazards regression models

Citation
Ag. Dirienzo et Sw. Lagakos, Bias correction for score tests arising from misspecified proportional hazards regression models, BIOMETRIKA, 88(2), 2001, pp. 421-434
Citations number
11
Categorie Soggetti
Biology,Multidisciplinary,Mathematics
Journal title
BIOMETRIKA
ISSN journal
00063444 → ACNP
Volume
88
Issue
2
Year of publication
2001
Pages
421 - 434
Database
ISI
SICI code
0006-3444(200106)88:2<421:BCFSTA>2.0.ZU;2-4
Abstract
When censoring depends on both treatment group and covariates, tests for a randomised treatment effect arising from Cox's proportional hazards model a re not in general centred at zero under the null and can be seriously disto rted. We propose a corrected test that modifies the at-risk indicator in a way that corrects for this bias. The resulting test is asymptotically valid regardless of whether or not the fitted model is correctly specified. Impl ementation of the corrected test requires that the dependence of censoring on treatment group and covariates be modelled. Simulations indicate that th e bias-corrected test performs well, even when the dependence of censoring on treatment group and covariates is not modelled exactly, and maintains hi gh efficiency relative to the uncorrected test when the latter is valid.