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If βj is negative, the hazard rate decreases with the j th
covariate, ie there is a negative correlation between hazard
rate and the j th covariate 7/45 Discussions:
If obese individuals are more likely to suﬀer from major heart
disease, what’s the sign of the regression covariate associated
with the covariate representing weight?
If individuals who drink a high volume of non-alcoholic liquids
are less likely to suﬀer from liver disease, what’s the sigh sigh
of the regression parameter associated with the covariate
representing liquid intake? Actuarial Statistics – Module 3: Semi-parametric methods: Cox Regression Model
Main assumptions Interpretation - magnitude of β the sheer magnitude of the β does not say much (as this
depends on how the covariates have been deﬁned)
so need of hypothesis test to check that β = 0 at a signiﬁcant
if β is estimated with standard techniques then it is easy to
check their level of signiﬁcance
(more in the model building section) 8/45 Actuarial Statistics – Module 3: Semi-parametric methods: Cox Regression Model
On the proportionality of hazard rates 1 Introduction
2 Main assumptions
3 On the proportionality of hazard rates
4 Estimation of the regression parameters β
5 Hypothesis tests on the β ’s
6 Estimation of the full survival function
7 Diagnostics for the Cox regression model 8/45 Actuarial Statistics – Module 3: Semi-parametric methods: Cox Regression Model
On the proportionality of hazard rat...
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This document was uploaded on 04/03/2014.
- Three '14