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Sample size calculation for the proportional hazards model with a time-dependent covariate

Author

Listed:
  • Wang, Songfeng
  • Zhang, Jiajia
  • Lu, Wenbin

Abstract

The Cox proportional hazards (PH) model with time-dependent covariates (referred to as the extended PH model) has been widely used in medical and health related studies to investigate the effects of time-varying risk factors on survival. Theories and practices regarding model estimation and fitting have been well developed for the extended PH model. However, little has been done regarding sample size calculations in survival studies involving a time-varying risk factor. A novel sample size formula based on the extended PH model is proposed by investigating the asymptotic distributions of the weighted log-rank statistics under the null and local alternative hypotheses. The derived sample size formula is an extension of the sample size formula for the standard Cox PH model. The performance of the proposed formula is evaluated by extensive simulations, and examples based on real data are given to illustrate the applications of the proposed methods.

Suggested Citation

  • Wang, Songfeng & Zhang, Jiajia & Lu, Wenbin, 2014. "Sample size calculation for the proportional hazards model with a time-dependent covariate," Computational Statistics & Data Analysis, Elsevier, vol. 74(C), pages 217-227.
    • Handle: RePEc:eee:csdana:v:74:y:2014:i:c:p:217-227
    DOI: 10.1016/j.csda.2014.01.018
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    References listed on IDEAS

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    1. Peter Diggle & Daniel Farewell & Robin Henderson, 2007. "Analysis of longitudinal data with drop‐out: objectives, assumptions and a proposal," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 56(5), pages 499-550, November.
    2. Rizopoulos, Dimitris, 2010. "JM: An R Package for the Joint Modelling of Longitudinal and Time-to-Event Data," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 35(i09).
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