Colloquium
Tuesday, April 15, 2008
4:00 PM, BAC 219
Speaker: Harry Khamis, Statistical Consulting Center, Wright
State University, Dayton, Ohio
Hosts: John Bailer and Vasant Waikar
Title: Testing the Proportional Hazards Assumption in the Cox Model
Abstract: Sir David Cox’s 1972
JRSS paper, where he introduced the Cox proportional hazards regression model,
is the most cited paper in the statistical sciences. This model is used
extensively in health and medical research because of the interest in studying
“time to event” data and because of the occurrence of censored observations in
such data.
This presentation will assume no prior knowledge of the Cox
model; terminology, notation, and ultimately the Cox model will be developed
from first principles. The key model assumption, with which the data must
be consistent in order for the analysis to render valid results, is the so-called
proportional hazards (PH) assumption. This will be defined, and the
(rather surprising) results of a comparative study of the most successful tests
currently available for diagnosing violations of the PH assumption will be
presented.