A global goodness-of-fit statistic for Cox regression models
A global goodness-of-fit statistic for Cox regression models
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DOI：
10.1111/j.0006-341x.1999.00580.x
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发表时间：
1999-06-01
期刊：
影响因子：
1.9
通讯作者：
Lipsitz, SR
中科院分区：
文献类型：
--
作者：
Parzen, M;Lipsitz, SR
本文提出了 Cox 回归模型的全局拟合优度检验统计量，当模型被正确指定时，该模型具有近似卡方分布。我们的拟合优度统计量是全局的，并且能够检测模型中是否需要交互作用或协变量的高阶幂。所提出的统计量类似于 Hosmer 和 Lemeshow (1980, Communications in Statistics A10, 1043-1069) 二进制数据的拟合优度统计量以及 Schoenfeld (1980, Biometrika 67, 145-153) 的 Cox 模型统计量。这些方法使用梅奥诊所原发性胆汁性肝硬化试验的数据进行说明（Fleming 和 Harrington，1991，计数过程和生存分析），其中结果是肝移植或死亡之前的时间。有 17 个可能的协变量。两个 Cox 比例风险模型适合数据，并且所提出的拟合优度统计量应用于拟合模型。
In this paper, a global goodness-of-fit test statistic for a Cox regression model, which has an approximate chi-squared distribution when the model has been correctly specified, is proposed. Our goodness-of-fit statistic is global and has power to detect if interactions or higher order powers of covariates in the model are needed. The proposed statistic is similar to the Hosmer and Lemeshow (1980, Communications in Statistics A10, 1043-1069) goodness-of-fit statistic for binary data as well as Schoenfeld's (1980, Biometrika 67, 145-153) statistic for the Cox model. The methods are illustrated using data from a Mayo Clinic trial in primary billiary cirrhosis of the liver (Fleming and Harrington, 1991, Counting Processes and Survival Analysis), in which the outcome is the time until liver transplantation or death. The are 17 possible covariates. Two Cox proportional hazards models are fit to the data, and the proposed goodness-of-fit statistic is applied to the fitted models.