Time Series, Health & Evidence Synthesis · Survival Analysis & Event History

Survival analysis: diagnostics and validation of the Cox model

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Advanced model diagnosis

Overview

Topics covered

  • Introduction
  • Validation and Diagnosis of the Cox Model
  • Introduction to the Cox proportional hazards model
  • Cox partial likelihood and the treatment of ties
  • 2.1 Mathematical Derivation of Partial Likelihood
  • 2.2 Treatment of Ties

Related concepts

Main connections

  • Survival analysis & Kaplan-Meier
  • Residual analysis & diagnostics
  • Maximum likelihood estimation
  • Bootstrap resampling
  • Outliers & influence diagnostics
  • Calculus & differentiation

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

λ(t∣Zi)=λ0(t)exp(βTZi)=λ0(t)exp(∑j=1pβjZij)
View LaTeX source\lambda(t \mid Z_i) = \lambda_0(t) \exp\left( \beta^T Z_i \right) = \lambda_0(t) \exp\left( \sum_{j=1}^p \beta_j Z_{ij} \right)