• The Korean Journal of Applied Statistics
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• v.25 no.2
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• pp.279-291
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• 2012

When fitting a Cox proportional hazards model with missing covariates, it is inefficient to exclude observations with missing values in the analysis. Furthermore, if the missing-data mechanism is not Missing Completely At Random(MCAR), it may lead to biased parameter estimation. Many approaches have been suggested to handle the Cox proportional hazards model when covariates are sometimes missing, but they are based on the selection model. This paper suggest an approach to handle Cox proportional hazards model with missing covariates by using the pattern-mixture model (Little, 1993). The pattern-mixture model is expressed by the joint distribution of survival time and the missing-data mechanism. In the pattern-mixture model, many models can be considered by setting up various restrictions, and different results under various restrictions indicate the sensitivity of the model due to missing covariates. A simulation study was conducted to show the sensitivity of parameter estimation under different restrictions in a pattern-mixture model. The proposed approach was also applied to mouse leukemia data.

• Journal of the Korean Data and Information Science Society
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• v.28 no.2
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• pp.349-359
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• 2017

In this paper, we conducted survival analyses by fitting the Cox proportional hazards model to stage III proximal colon cancer data obtained from the Surveillance, Epidemiology, and End Results program of the National Cancer Institute. We investigated the effect of covariates on the hazard function for death from proximal colon cancer in stage III with surgery performed and estimated the survival probability for a patient with specific covariates. We showed that the proportional hazards assumption is satisfied for covariates that were used to analyses, using a test based on the Schoenfeld residuals and plots of the Schoenfeld residuals and $log[-log\{{\hat{S}}(t)\}]$. We evaluated the model calibration and discriminatory accuracy by calibration plot and time-dependent area under the ROC curve, which were calculated using 10-fold cross validation.

• The Korean Journal of Applied Statistics
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• v.20 no.1
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• pp.39-52
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• 2007

Crossover trials of new drugs in the treatment of angina pectoris, which frequently use treadmill exercise test for the assessment of its efficacy, produce censored survival times. In this paper we consider analysis approaches for censored survival times from crossover trials. Previously, a stratified Cox model for paired observation and nonparametric methods have been presented as possible analysis methods. On the other hand, the differences of two survival times would produce interval-censored survival times and we propose a Cox model for interval-censored data as n alternative analysis method. Example data is analyzed in order to compare these different methods.

• The Korean Journal of Applied Statistics
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• v.34 no.6
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• pp.957-968
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• 2021

Inverse censoring probability weighting (ICPW) is a popular technique in survival data analysis. In applications of the ICPW technique such as the censored regression, it is crucial to accurately estimate the censoring probability. A simulation study is undertaken in this article to see how censoring probability estimate influences model performance in censored regression using the ICPW scheme. We compare three censoring probability estimators, including Kaplan-Meier (KM) estimator, Cox proportional hazard model estimator, and local KM estimator. For the local KM estimator, we propose to reduce the predictor dimension to avoid the curse of dimensionality and consider two popular dimension reduction tools: principal component analysis and sliced inverse regression. Finally, we found that the Cox proportional hazard model estimator shows the best performance as a censoring probability estimator in both mean and median censored regressions.

• The Korean Journal of Applied Statistics
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• v.28 no.5
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• pp.921-932
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• 2015

This study analyzed military personnel survivability in regards to offensive operations according to the scientific military training data of a reinforced infantry battalion. Scientific battle training was conducted at the Korea Combat Training Center (KCTC) training facility and utilized scientific military training equipment that included MILES and the main exercise control system. The training audience freely engaged an OPFOR who is an expert at tactics and weapon systems. It provides a statistical analysis of data in regards to state-of-the-art military training because the scientific battle training system saves and utilizes all training zone data for analysis and after action review as well as offers training control during the training period. The methodologies used the Cox PH modeling (which does not require parametric distribution assumptions) and decision tree modeling for survival data such as CART, GUIDE, and CTREE for richer and easier interpretation. The variables that violate the PH assumption were stratified and analyzed. Since the Cox PH model result was not easy to interpret the period of service, additional interpretation was attempted through univariate local regression. CART, GUIDE, and CTREE formed different tree models which allow for various interpretations.

• Journal of the Korean Data and Information Science Society
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• v.24 no.4
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• pp.723-736
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• 2013

The importance of lapse rate is highly increasing due to the introduction of Cash Flow Pricing system, non-refund-of-reserve insurance policy, and IFRS (International Financial Reporting System) to the Korean insurance market. Researches on lapse rate have mainly focused on simple data analysis and regression analysis, etc. However, lapse rate can be analyzed by survival analysis and can be well explained in terms of several covariates with Cox proportional hazard model. Guaranteed minimum benefits embedded in variable annuities require more elegant statistical analysis of lapse rate. Hence, this paper analyzes data of policyholders with variable annuities by using Cox proportional hazard model. The key variables of policy holder that influences the lapse rate are payment method, premium, lapse insured to term insured, reserve-GMXB ratio, and age.

• The Korean Journal of Applied Statistics
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• v.15 no.2
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• pp.233-250
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• 2002

Cox's proportional hazard model is highly-used for the regression analysis of survival data in various fields. Regression diagnostics for the proportional hazards model, however, is not as well-known as the diagnostics for the classical linear models and so these diagnostic methods are not used widely in our practical data analyses. For this reason, we review the residuals proposed by several authors, and investigate how to use them in assessing the model. We also provide the results and interpretation with the analysis of PBC data using S-plus 2000 program.

• The Korean Journal of Applied Statistics
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• v.10 no.1
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• pp.85-104
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• 1997

Proportional hazards model has been widely used for analyzing survival data. This article reviews some well-known goodness-of-fit tests for proportional hazards model. Simulation studies also provide some insights into the properties of these test statistics across several types of survival distributions and degerees of censorship.

• Industry Promotion Research
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• v.5 no.1
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• pp.1-11
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• 2020

The purpose of this study is to analyze the industrial accidents data with survival model. EDA approach is used to explore the relationship between two variables and among three variables for the past 10 years of industrial accidents data. Survival models are also tried. Survival curve drops more rapidly for the business with fewer employees as time goes by. Industrial accidents occur more often as the total number of industrial accidents gets larger and as the number of employees gets smaller. Agriculture, fishing and forestry have a higher level of industrial accidents than construction while service industry and 'transportation·storage and telecommunication' have a fewer number of industrial accidents than construction. Korea Safety and Health Agency's and Ministry of Employment and Labor's involvement were not effective but Civilian's was. Recurrent event data analysis reveals all most the same result as for non-recurrent data analysis.

• The Korean Journal of Applied Statistics
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• v.31 no.6
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• pp.761-769
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• 2018

Simulations are important for survival analyses that deal with censored data. Cox models are widely used in survival analyses, therefore, we investigate how to generate censored data that can simulate the Cox model. Bender et al. (Statistics in Medicine, 24, 1713-1723, 2005) provided a parametric method for generating survival times, but we need to generate censoring times as well as survival times to simulate the censored data. In addition to the parametric method for generating censored data, a nonparametric method is also proposed and applied to a real data set.