Affordable Access

Exploring the nature of covariate effects in the proportional hazards model.

Authors
  • Hastie, T
  • Tibshirani, R
Type
Published Article
Journal
Biometrics
Publication Date
Dec 01, 1990
Volume
46
Issue
4
Pages
1005–1016
Identifiers
PMID: 1964808
Source
Medline
License
Unknown

Abstract

We discuss an exploratory technique for investigating the nature of covariate effects in Cox's proportional hazards model. This technique features an additive term sigma p1 fj(chi ij), in place of the usual linear term sigma p1 chi ij beta j, where chi i1, chi i2,...,chi ip are covariate values for the ith individual. The fj(.) are unspecified smooth functions that are estimated using scatterplot smoothers. These functions can be used for descriptive purposes or to suggest transformations of the covariates. The estimation technique is a variation of the local scoring algorithm for generalized additive models (Hastie and Tibshirani, 1986, Statistical Science 1, 297-318).

Report this publication

Statistics

Seen <100 times