2014
DOI: 10.1214/14-ejs927
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Bootstrapping a change-point Cox model for survival data

Abstract: This paper investigates the (in)-consistency of various bootstrap methods for making inference on a change-point in time in the Cox model with right censored survival data. A criterion is established for the consistency of any bootstrap method. It is shown that the usual nonparametric bootstrap is inconsistent for the maximum partial likelihood estimation of the change-point. A new model-based bootstrap approach is proposed and its consistency established. Simulation studies are carried out to assess the perfo… Show more

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Cited by 13 publications
(16 citation statements)
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“…An alternative to confidence intervals based on the asymptotic distribution relies on the bootstrap. Studies on bootstrap confidence intervals in the Cox model are investigated in Burr (1994) and Xu et al (2014). We follow one of their proposals for a smooth bootstrap.…”
Section: Numerical Results For Pointwise Confidence Intervalsmentioning
confidence: 99%
“…An alternative to confidence intervals based on the asymptotic distribution relies on the bootstrap. Studies on bootstrap confidence intervals in the Cox model are investigated in Burr (1994) and Xu et al (2014). We follow one of their proposals for a smooth bootstrap.…”
Section: Numerical Results For Pointwise Confidence Intervalsmentioning
confidence: 99%
“…Such method is widely used in non‐standard problems, such as non‐differentiable objective functions (Huang et al, ; Chakraborty et al, ) and non’n1/2 asymptotics (Abrevaya and Huang, ; Sen et al, ). In addition, Xu et al () proved the consistency of the m out of n bootstrap in the case of the Cox proportional hazards model with a change point. Xu et al () applied m out of n bootstrap based on some fixed values of m , which are n4/5, n9/10, and n14/15.…”
Section: Methodsmentioning
confidence: 99%
“…In addition, Xu et al () proved the consistency of the m out of n bootstrap in the case of the Cox proportional hazards model with a change point. Xu et al () applied m out of n bootstrap based on some fixed values of m , which are n4/5, n9/10, and n14/15. Based on this group of pre‐specified m , the poor coverage rates have been reported in their simulations.…”
Section: Methodsmentioning
confidence: 99%
“…The long-term results could be assumed according to the stability potentially observed after re-sampling. Several manuscripts on re-sampling in survival analysis are limited on the re-sampled Cox proportional hazards model and on estimating standard errors of the survival and hazard functions such as in [6,[10][11][12][13] where bootstrap is involved [13][14][15][16]; in which the jackknife is implicated or [17][18][19][20][21][22] where hazard and survival functions with their respective standard errors are of interest. The present study analyses the bootstrap-based MRSM with 1000 replicates and the jackknife-based MRSM.…”
Section: Introductionmentioning
confidence: 99%