Bootstrapping a change-point Cox model for survival data
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Abstract: This paper investigates the (in)-consistency of various bootstrap methods for making inference on a change-point in time in the Cox model with right censored survival data. A criterion is established for the consistency of any bootstrap method. It is shown that the usual nonparametric bootstrap is inconsistent for the maximum partial likelihood estimation of the change-point. A new model-based bootstrap approach is proposed and its consistency established. Simulation studies are carried out to assess the performance of various bootstrap schemes.
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- scientific article; zbMATH DE number 1536459
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Cited in
(7)- scientific article; zbMATH DE number 1536459 (Why is no real title available?)
- Proportional Hazards Model with a Change Point for Clustered Event Data
- Smoothed isotonic estimators of a monotone baseline hazard in the Cox model
- Change-point in stochastic design regression and the bootstrap
- Confidence estimation via the parametric bootstrap in logistic joinpoint regression
- Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models
- Isotonized smooth estimators of a monotone baseline hazard in the Cox model
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