• Communications for Statistical Applications and Methods
• /
• v.27 no.6
• /
• pp.675-688
• /
• 2020

In survival analysis of observational data, the inverse probability weighting method and the Cox proportional hazards model are widely used when estimating the causal effects of multiple-valued treatment. In this paper, the two kinds of weights have been examined in the inverse probability weighting method. We explain the reason why the stabilized weight is more appropriate when an inverse probability weighting method using the generalized propensity score is applied. We also emphasize that a marginal hazard ratio and the conditional hazard ratio should be distinguished when defining the hazard ratio as a treatment effect under the Cox proportional hazards model. A simulation study based on real data is conducted to provide concrete numerical evidence.

• Journal of Korean Society on Water Environment
• /
• v.23 no.1
• /
• pp.87-96
• /
• 2007

In this paper a methodology of identifying individual pipes according to the internal and external characteristics of pipe is developed, and the methodology is applied to a case study water distribution pipe break database. Using the newly defined individual pipes the hazard rates of the cast iron 6 inch pipes are modeled by implementing the proportional hazards modeling approach for consecutive pipe failures. The covariates to be considered in the modeling procedures are selected by considering the general availability of the data and the practical applicability of the modeling results. The individual cast iron 6 inch pipes are categorized into seven ordered survival time groups according to the total number of breaks recorded in a pipe to construct distinct proportional hazard model (PHM) for each survival time group (STG). The modeling results show that all of the PHMs have the hazard rate forms of the Weibull distribution. In addition, the estimated baseline survivor functions show that the survival probabilities of the STGs generally decrease as the number of break increases. It is found that STG I has an increasing hazard rate whereas the other STGs have decreasing hazard rates. Regarding the first failure the hazard ratio of spun-rigid and spun-flex cast iron pipes to pit cast iron pipes is estimated as 1.8 and 6.3, respectively. For the second or more failures the relative effects of pipe material/joint type on failure were not conclusive. The degree of land development affected pipe failure for STGs I, II, and V, and the average hazard ratio was estimated as 1.8. The effects of length on failure decreased as more breaks occur and the population in a GRID affected the hazard rate of the first pipe failure.

• Communications for Statistical Applications and Methods
• /
• v.18 no.4
• /
• pp.485-493
• /
• 2011

The proportional likelihood ratio order is an extension of the likelihood ratio order for the non-negative absolutely continuous random variables. In addition, the Lindley distribution has been over looked as a mixture of two exponential distributions due to the popularity of the exponential distribution. In this paper, we first recalled the above concepts and then obtained various properties of the Lindley distribution due to the proportional likelihood ratio order. These results are more general than the likelihood ratio ordering aspects related to this distribution. Finally, we discussed the proportional likelihood ratio ordering in view of the weighted version of the Lindley distribution.

• Communications for Statistical Applications and Methods
• /
• v.24 no.6
• /
• pp.583-604
• /
• 2017

The most popular regression model for the analysis of time-to-event data is the Cox proportional hazards model. While the model specifies a parametric relationship between the hazard function and the predictor variables, there is no specification regarding the form of the baseline hazard function. A critical assumption of the Cox model, however, is the proportional hazards assumption: when the predictor variables do not vary over time, the hazard ratio comparing any two observations is constant with respect to time. Therefore, to perform credible estimation and inference, one must first assess whether the proportional hazards assumption is reasonable. As with other regression techniques, it is also essential to examine whether appropriate functional forms of the predictor variables have been used, and whether there are any outlying or influential observations. This article reviews diagnostic methods for assessing goodness-of-fit for the Cox proportional hazards model. We illustrate these methods with a case-study using available R functions, and provide complete R code for a simulated example as a supplement.

• Journal of the Korean Data and Information Science Society
• /
• v.17 no.4
• /
• pp.1067-1076
• /
• 2006

Although the proportional hazards model is the most common approach used for studying the relationship of event times and covariates, alternative models are needed for occasions when it does not fit data. In the two-sample case, proportional odds models are useful for fitting data whose hazard rates converge asymptotically. In this thesis, we propose a new estimator of the relative odds ratio of the proportional odds model when two independent random samples are observed under uncensorship. We prove the asymptotic normality and consistency of the estimator by using martingale-representation. The efficiency of the proposed is assessed through a simulation study.

• Journal of the Korean Data and Information Science Society
• /
• v.12 no.2
• /
• pp.125-143
• /
• 2001

We, in this paper, propose a kernel estimator of hazard ratio with censored survival data. The uniform consistency and asymptotic normality of the proposed estimator are proved by using counting process approach. In order to assess the performance of the proposed estimator, we compare the kernel estimator with Cox estimator and the generalized rank estimators of hazard ratio in terms of MSE by Monte Carlo simulation. Two examples are illustrated for our results.

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

• 한국노년학
• /
• v.31 no.2
• /
• pp.259-276
• /
• 2011

If frail elderly could use home care services adequately, quality of their life might improve and their costs of service would be decreased. The purpose of this study is to examine the factors on institutionalization of elderly using home care services in Korean long-term care insurance system. This study used the data of '2009 satisfaction survey of Korean long-term care system'. The survey proceeded using sampling data by region, level of long-term care need, and insurance type among beneficiaries from August 2009 to September 2010. The onset dates of institutionalization of 1,230 participants were ascertained from long-term care insurance claim data. This study calculated hazard ratio through Cox Proportional Hazard Model. The results showed that if elderly using home care services suffer a fracture, the hazard ratio of institutionalization is higher significantly. Although not significant, if older persons have more items of damaged cognitive functions, the hazard ratio of institutionalization is higher. The results have policy implications to supplement of home care service system and postpone institutionalization of elderly.

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.13 no.5
• /
• pp.2219-2231
• /
• 2012

This study conducted to investigate incidence rate and association of serum lipid profiles with incidence of ischemic heart disease. Study subjects consisted of 417,642 adults aged 30 years and over, who underwent physical examination and responded to questionnaire from health examination center of 19 university general hospitals. Hazard ratio of risk factor for ischemic heart disease (IHD) were calculated by Cox's proportional hazard regression model adjusted for ages, BMI and lifestyle (drinking, smoking and exercising). For TC/HDL ratio, hazard ratio of IHD in male increased from 1.21 times to 1.84 times increase with TC/HDL ratio, and that in female also increased from 1.26 times to 1.86 times. For TG/HDL ratio, hazard ratio of IHD in male increased from 1.17 times to 1.49 times increase with TG/HDL ratio, and that in female also increased from 1.42 times to 1.97 times. For LDL/HDL ratio, hazard ratio of IHD in male increased from 1.26 times to 1.82 times increase with LDL/HDL ratio, and that in female also increased from 1.26 times to 1.68 times. In conclusion serum lipid indexes are the significant risk factors for cardiovascular diseases. The higher the concentration of TC, LDL and TG is, the lower the concentration of HDL is, hazard ratio for IHD increased. Ratio of TC/HDL, TG/HDL and LDL/HDL were also verified to be significant risk factors for IHD.

• Journal of agricultural medicine and community health
• /
• v.32 no.1
• /
• pp.13-26
• /
• 2007

Objectives: This study was conducted to investigate the association between health risk factors and mortality in Juam cohort. Methods: The subjects were 1,447 males and 1,889 females who had been followed up for 68.5 months to 1 January 2001. Whether they were alive or not was confirmed by the mortality data of the National Statistical Office. A total of 289 persons among them died during the follow-up period. The Cox's proportional hazard regression model was used for survival analysis. Results: Age, type of medical insurance, self cognitive health level, habit of alcohol drinking, smoking, exercise and BMI level were included in Cox's proportional hazard model by gender. The hazard ratio of age was 1.07(95% CI: 1.05-1.10) in men, 1.09(95% CI: 1.06-1.12) in women. The hazard ratio of medical aid(lower socioeconomic state) was 1.43(95% CI 1.02-2.19) in women. The hazard ratios of current alcohol drinking and current smoking were respectively 1.69(95% CI: 1.01-2.98), 1.52(95% CI: 1.02-2.28) in women. The hazard ratio of underweight was 1.56(95% CI 1.08-2.47) in men. The hazard ratios of underweight, normoweight, overweight, and obesity were respectively 1.63(95% CI: 1.02-2.67), 1.0(referent), 0.62(95% CI: 0.32-1.63), 1.27(95% CI: 0.65-3.06), which supported the U-shaped relationship between body mass index and mortality among the men over 65. Conclusions: The health risk factors increasing mortality were age, underweight in male, age, lower socioeconomic state, current alcohol drinking, current smoking in female. To evaluate long-term association between health risk factors and mortality, further studies need to be carried out.