• Journal of the Korean Data and Information Science Society
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• 제22권3호
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• pp.613-618
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• 2011

The proposed method is based on a penalized log partial likelihood of Cox proportional hazard model with L1-penalty. We use the iteratively reweighted least squares procedure to solve L1 penalized log partial likelihood function of Cox proportional hazard model. It provide the ecient computation including variable selection and leads to the generalized cross validation function for the model selection. Experimental results are then presented to indicate the performance of the proposed procedure.

• Journal of the Korean Data and Information Science Society
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• 제15권4호
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• pp.965-971
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• 2004

In this paper we consider several nonparametric estimators for the mean residual life by using the partial moment approximation under the proportional hazard model. Also we compare the magnitude of mean square error of the proposed nonparametric estimators for mean residual life under the proportional hazard model.

• Communications for Statistical Applications and Methods
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• 제24권6호
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• pp.583-604
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• 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
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• 제17권4호
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• pp.1067-1076
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• 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.

• Steel and Composite Structures
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• 제47권2호
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• pp.289-296
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• 2023

The failure of a thin-walled tube was studied in this paper based on three failure models. Both proportional and non-proportional loading paths were applied. Proportional loading consisted of combined tension-torsion. Cyclic non-proportional loading was also applied. It was a circular out-of-phase axial-shear stress loading path. The third loading path was a combination of a constant internal pressure and a bending moment. The failure models under study were equivalent plastic strain, modified Mohr-Coulomb (Bai-Wierzbicki) and Tearing parameter models. The elasto-plastic analysis was conducted using J2 criterion and nonlinear kinematic hardening. The return mapping algorithm was employed to numerically solve the plastic flow relations. The effects of the hydrostatic stress on the plastic flow and the stress triaxiality parameter on the failure were discussed. Each failure model under study was utilized to predict failure. The failure loads obtained from each model were compared with each other. The equivalent plastic strain model was independent from the stress triaxiality parameter, and it predicted the highest failure load in the bending problem. The modified Mohr-Coulomb failure model predicted the lowest failure load for the range of the stress triaxiality parameter and Lode's angle.

• International Journal of Reliability and Applications
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• 제10권2호
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• pp.101-107
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• 2009

In the accelerated tests, the importance of correct failure analysis must be strongly emphasized. Understanding the failure mechanisms is requisite for designing and conducting successful accelerated life test. Under this presumption, a rational method must be identified to relate the results of accelerated tests quantitatively to the reliability or failure rates in use conditions, using a scientific acceleration transform. Most widely used models for relating the results of accelerated tests quantitatively to the reliability or failure rates in use conditions are an accelerated failure time model and a proportional hazards model. The purpose of this research is to compare the usability of the accelerated failure time model and proportional hazards model in the accelerated life tests.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2004년도 춘계학술대회
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• pp.1041-1046
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• 2004

A proportional pressure control valve has a nonmagnetic ring which is inserted in between a coil and plunger and it can get attraction force in proportion to input current by an influence of control cone. Therefore, a proportional pressure control valve is applied to a servo system as substitution of servo valve and an on-off solenoid valve widely because control of a high level is possible and pollution level is low. The purpose of this study is to develop domestic model of a proportional pressure control valve, and a test model was designed and manufactured through valve system analysis and finite element analysis. And comparison between results of theoretical analysis and static / dynamic characteristics test were carried out on a manufactured test model, and it was confirmed that it has excellent performance in comparison with other foreign products.

• 응용통계연구
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• 제25권2호
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• pp.279-291
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• 2012

공변량에 결측이 발생한 Cox 비례위험 모형을 적합할 때, 결측이 발생하는 개체를 모두 제거한 후 분석을 실시한다면 정보 손실에 의해 비효율적이고 결측의 발생 메커니즘이 완전 임의 결측(missing completely at random; MCAR)이 아니라면 모수의 추정값에 편향이 발생할 수 있다. Cox 비례위험 회귀모형의 공변량에 결측이 있는 경우 적용할 수 있는 여러 가지 방법들이 제안되어져 왔으나 이 분석들은 선택모델(selection model)에 기반하고 있다. 본 연구에서는 Little (1993)이 제안한 패턴-혼합 모델(pattern-mixture model)을 사용하여 Cox 비례위험 회귀모형에서 생존시간과 결측 메커니즘의 결합분포를 모델화 하고, 여러 가지 제약에 근거한 생존 분석의 결과를 비교하였다. 모의실험을 통해서 패턴-혼합 모델의 제약(restrictions)에 따른 모수 추정의 민감도를 확인하였고 결측을 무시한 채 분석한 결과 및 선택모형에 근거한 분석결과와 비교하였다. 패턴-혼합 모델의 제약에 따라 공변량의 결측으로 인한 모수 추정의 민감성 정도를 쥐백혈병 자료 예제를 통해 설명하였다.

• Journal of the Korean Statistical Society
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• 제36권1호
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• pp.129-148
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• 2007

Frailty estimates from the proportional hazards frailty model often lead us to conjecture the heterogeneity in frailty such that the variance of the frailty varies over different covariate groups (e.g. male group versus female group). For such systematic heterogeneity in frailty, we consider a regression model for the variance components in the proportional hazards frailty model, denoted by the MLFM. However, in many cases, the observed data do not show any statistically significant preference between the homogeneous frailty model and the heterogeneous frailty model. In this paper, we propose a Bayesian model averaging procedure with the reversible jump Markov chain Monte Carlo which selects the appropriate model automatically. The resulting regression coefficient estimate ignores the model uncertainty from the frailty distribution in view of Bayesian model averaging (Hoeting et al., 1999). Finally, the proposed model and the estimation procedure are illustrated through the analysis of the kidney infection data in McGilchrist and Aisbett (1991) and a simulation study is implemented.

• 응용통계연구
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• 제15권2호
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• pp.233-250
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• 2002

Cox의 비례위험모형(proportional hazards model)은 생존자료(survival data)에 대한 회귀모형으로 경제학 및 의·공학을 비롯한 여러 응용 분야에서 가장 널리 쓰이고 있는 모형 중 하나이다. 그러나, 이 모형은 일반선헝모형에 비해 잔차 분석을 통한 회귀 진단의 연구가 널리 알려져 있지 않아, 국내의 실제 자료 분석에서는 잔차 분석에 대한 활용이 거의 이루어지지 않고 있는 실정이다. 이에 본 논문에서는 그 동안 제안된 여러 잔차들을 비교 분석하고, S-plus 프로그램을 이용한 PBC(primary biliary cirrhosis) 자료분석을 통해 각 잔차들의 의미를 고찰하고자 한다.