Switch to
| Predicate | Object |
|---|---|
| rdf:type | |
| lifeskim:mentions | |
| pubmed:issue |
3
|
| pubmed:dateCreated |
1998-11-20
|
| pubmed:abstractText |
Connections are established between the theories of weighted logrank tests and of frailty models. These connections arise because omission of a balanced covariate from a proportional hazards model generally leads to a model with non-proportional hazards, for which the simple logrank test is no longer optimal. The optimal weighting function and the asymptotic relative efficiencies of the simple logrank test and of the optimally weighted logrank test relative to the adjusted test that would be used if the covariate values were known, are expressible in terms of the Laplace transform of the hazard ratio for the distribution of the omitted covariate. For example if this hazard ratio has a gamma distribution, the optimal test is a member of the "G rho" class introduced by Harrington and Fleming (1982). We also consider positive stable, inverse Gaussian, displaced Poisson and two-point frailty distribution. Results are obtained for parametric and nonparametric tests and are extended to include random censoring. We show that the loss of efficiency from omitting a covariate is generally more important than the additional loss due to misspecification of the resulting non-proportional hazards model as a proportional hazards model. However two-point frailty distributions can provide exceptions to this rule. Censoring generally increases the efficiency of the simple logrank test to the adjusted logrank test.
|
| pubmed:grant | |
| pubmed:language |
eng
|
| pubmed:journal | |
| pubmed:citationSubset |
IM
|
| pubmed:status |
MEDLINE
|
| pubmed:issn |
1380-7870
|
| pubmed:author | |
| pubmed:issnType |
Print
|
| pubmed:volume |
4
|
| pubmed:owner |
NLM
|
| pubmed:authorsComplete |
Y
|
| pubmed:pagination |
209-28
|
| pubmed:dateRevised |
2007-11-14
|
| pubmed:meshHeading | |
| pubmed:year |
1998
|
| pubmed:articleTitle |
Frailty models and rank tests.
|
| pubmed:affiliation |
Department of Statistics, University of Rochester, USA.
|
| pubmed:publicationType |
Journal Article,
Research Support, U.S. Gov't, P.H.S.
|