Robust estimation for the Cox regression model based on trimming
Robust estimation for the Cox regression model based on trimming
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DOI：
10.1002/bimj.201100008
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发表时间：
2011-11-01
影响因子：
1.7
通讯作者：
Viviani, Sara
中科院分区：
文献类型：
--
作者：
Farcomeni, Alessio;Viviani, Sara
我们提出了一个带有异常值的稳健 Cox 回归模型。通过修剪对部分似然的最小贡献来拟合模型。为此，我们实施了 Metropolis 型最大化例程，并展示了其收敛到全局最优值。我们讨论该方法的全局鲁棒性属性，并通过模拟进行说明和比较。我们最终将模型拟合到原始数据集和基准数据集上。
We propose a robust Cox regression model with outliers. The model is fit by trimming the smallest contributions to the partial likelihood. To do so, we implement a Metropolis-type maximization routine, and show its convergence to a global optimum. We discuss global robustness properties of the approach, which is illustrated and compared through simulations. We finally fit the model on an original and on a benchmark data set.