Bootstrap investigation of the stability of a cox regression model

Bootstrap investigation of the stability of a cox regression model We describe a bootstrap investigation of the stability of a Cox proportional hazards regression model resulting from the analysis of a clinical trial of azathioprine versus placebo in patients with primary biliary cirrhosis. We have considered stability to refer both to the choice of variables included in the model and, more importantly, to the predictive ability of the model. In stepwise Cox regression analyses of 100 bootstrap samples using 17 candidate variables, the most frequently selected variables were those selected in the original analysis, and no other important variable was identified. Thus there was no reason to doubt the model obtained in the original analysis. For each patient in the trial, bootstrap confidence intervals were constructed for the estimated probability of surviving two years. It is shown graphically that these intervals are markedly wider than those obtained from the original model. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Statistics in Medicine Wiley

Bootstrap investigation of the stability of a cox regression model

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Publisher
Wiley
Copyright
"Copyright © 1989 Wiley Subscription Services, Inc., A Wiley Company"
ISSN
0277-6715
eISSN
1097-0258
D.O.I.
10.1002/sim.4780080702
Publisher site
See Article on Publisher Site

Abstract

We describe a bootstrap investigation of the stability of a Cox proportional hazards regression model resulting from the analysis of a clinical trial of azathioprine versus placebo in patients with primary biliary cirrhosis. We have considered stability to refer both to the choice of variables included in the model and, more importantly, to the predictive ability of the model. In stepwise Cox regression analyses of 100 bootstrap samples using 17 candidate variables, the most frequently selected variables were those selected in the original analysis, and no other important variable was identified. Thus there was no reason to doubt the model obtained in the original analysis. For each patient in the trial, bootstrap confidence intervals were constructed for the estimated probability of surviving two years. It is shown graphically that these intervals are markedly wider than those obtained from the original model.

Journal

Statistics in MedicineWiley

Published: Jul 1, 1989

Keywords: ; ; ; ;

References

  • Bootstrap methods for standard errors, confidence intervals, and other methods of statistical accuracy
    Efron, B.; Tibshirani, R.
  • Censored data and the bootstrap
    Efron, B.

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