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Determination of the functional form of the relationship of covariates to the log hazard ratio in a Cox model

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  • B. Ganguli
  • M. Naskar
  • E.J. Malloy
  • E.A. Eisen

Abstract

In this paper, we review available methods for determination of the functional form of the relation between a covariate and the log hazard ratio for a Cox model. We pay special attention to the detection of influential observations to the extent that they influence the estimated functional form of the relation between a covariate and the log hazard ratio. Our paper is motivated by a data set from a cohort study of lung cancer and silica exposure, where the nonlinear shape of the estimated log hazard ratio for silica exposure plotted against cumulative exposure and hereafter referred to as the exposure-response curve was greatly affected by whether or not two individuals with the highest exposures were included in the analysis. Formal influence diagnostics did not identify these two individuals but did identify the three highest exposed cases. Removal of these three cases resulted in a biologically plausible exposure-response curve.

Suggested Citation

  • B. Ganguli & M. Naskar & E.J. Malloy & E.A. Eisen, 2015. "Determination of the functional form of the relationship of covariates to the log hazard ratio in a Cox model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(5), pages 1091-1105, May.
    • Handle: RePEc:taf:japsta:v:42:y:2015:i:5:p:1091-1105
    DOI: 10.1080/02664763.2014.995607
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    References listed on IDEAS

    as
    1. Hong Cheng & Lesa Aylward & Colleen Beall & Thomas B. Starr & Robert C. Brunet & Gaétan Carrier & Elizabeth Delzell, 2006. "TCDD Exposure‐Response Analysis and Risk Assessment," Risk Analysis, John Wiley & Sons, vol. 26(4), pages 1059-1071, August.
    2. Peter D. Sasieni, 2003. "Martingale difference residuals as a diagnostic tool for the Cox model," Biometrika, Biometrika Trust, vol. 90(4), pages 899-912, December.
    3. Larry F. León & Chih-Ling Tsai, 2004. "Functional Form Diagnostics for Cox's Proportional Hazards Model," Biometrics, The International Biometric Society, vol. 60(1), pages 75-84, March.
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