A Calibration Function Built From Change Points: a Review
Comparison of Methods of Estimation in Regression of Cox
Abstract (en)
In this work are compared using simulation methods for estimating Breslow, Efron and exact in Cox regression, to find the estimate of the model parameters, obtaining confidence intervals by resampling the Bootstrap, Jackknife and traditional asymptotic. Are generated samples of times using the inverse of the transformation, for models of exponential regression and Weibull. It illustrates the results of the amplitudes of the confidence intervals taking as a reference the regression estimate parametric. Showing the efficiency of these intervals.
Abstract (es)
El problema de calibración no es reciente. Los trabajos en este tema fueron presentados inicialmente por Krutchkoff en la época de los 60's bajo un enfoque paramétrico y han sido ampliamente estudiados por otros autores desde diferentes enfoques. Las recientes investigaciones respecto al punto de cambio, han considerado supuestos adicionales y estimación usando modelos lineales mixtos. Se presenta una revisión exhaustiva de estos dos problemas y se puede observar que la vinculación de estos no ha sido trabajado.
References
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