An illustrated graduate-level introduction and tutorial on Cox regression, also known as the proportional hazards model, using SPSS, SAS, or Stata. Cox regression is used to predict the odds of experiencing an event (ex., people incurring infection, corporations adopting an innovation, state legislatures passing a reform). It allows researchers to assess the effect of predictor variables on time to the event of interest.
New in the 2013 edition:
* At 152 pp., over 50% more coverage.
* Expanded discussion and illustration of stepwise Cox regression, including new sections on stepwise methods in Stata and SAS.
* New discussion and illustration. including new sections on SPSS, Stata, and SAS, of:
* Stratified Cox regression,
* Discrete time-dependent Cox regression
* Continuous time-dependent Cox regression
* Frailty models
* Multiple events models
* Many new illustrations
* Reorganized for clarity, with numerous changes.
Unformatted partial table of contents:
Overview9
Application examples10
In medicine10
In social science11
In business11
Data used in this volume11
Key terms and concepts12
Variables12
Status variable13
Time variable13
Covariates14
Interaction terms16
Observations16
Uncensored observations16
Right-censored observations17
Right-truncated observations17
Left-censored observations18
Left-truncated observations18
Non-informative censoring19
"Random censoring"19
Interval-censored observations19
Survival function20
Survival function in SPSS21
Survival function in Stata22
Hazard function22
Hazards22
Hazard rates23
Hazard functions23
Baseline vs. covariate hazard functions23
Hazard ratios24
Baseline hazard ratio24
Hazard ratio with covariates27
Proportional hazards32
Partial likelihood methods and why Cox models are semi-parametric33
Handling tied failure times33
Cox models34
Time-constant Cox regression models34
Time-dependent Cox regression models34
Frailty models35
Conditional frailty models35
Repeated events models37
Competing risks models37
Parametric models38
Time-constant Cox regression in SPSS38
Example38
SPSS Options39
SPSS Plots40
SPSS Statistical Output40
The hazard ratio40
Confidence intervals on the odds ratio41
Significance41
Relative risk42
Likelihood ratio (omnibus) tests42
Cox regression coefficients43
Baseline hazard, survival, and cumulative hazard rates47
Covariate means51
Pattern plots52
Saved variables in SPSS53
Outlier analysis with DfBeta53
Time-constant Cox regression in Stata55
Stata setup55
Stata command syntax56
Stata statistical output57
Likelihood ratio test in Stata57
Cox regression coefficients in Stata57
Test of equality of survivor functions in Stata59
Types of variance estimates59
Time-constant Cox regression in SAS60
SAS Interface60
SAS syntax61
Data setup for SAS62
Cox regression with tests in SAS63
SAS syntax63
SAS model output64
SAS test output65
Cox regression in SAS with dummy variables67
SAS syntax67
SAS model output67
SAS test output68
Testing for proportional hazards69
SAS syntax69
SAS model output70
SAS test output70
SAS PROC GPLOT: Survival Plot70
Stepwise Cox Regression72
Why forced entry results may seem different from stepwise results72
Stepwise Cox regression In SPSS72
Overview72
Entry criterion74
Removal criteria74
Omnibus tests74
Stepwise Cox regression In Stata75
Overview75
Stata stepwise options76
Stepwise Cox regression In SAS77
Overview77
Output78
Stratified Cox Regression79
Overview79
Example79
Testing to see if a stratified model is required80
Stratified Cox regression in SPSS81
Overview81
SPSS output for stratified Cox regression82
Stratified Cox regression in Stata85
Stata syntax for stratified Cox regression85
Stata output86
Stratified Cox regression in SAS88
SAS syntax for stratified Cox regression88
SAS output88
Ti
New in the 2013 edition:
* At 152 pp., over 50% more coverage.
* Expanded discussion and illustration of stepwise Cox regression, including new sections on stepwise methods in Stata and SAS.
* New discussion and illustration. including new sections on SPSS, Stata, and SAS, of:
* Stratified Cox regression,
* Discrete time-dependent Cox regression
* Continuous time-dependent Cox regression
* Frailty models
* Multiple events models
* Many new illustrations
* Reorganized for clarity, with numerous changes.
Unformatted partial table of contents:
Overview9
Application examples10
In medicine10
In social science11
In business11
Data used in this volume11
Key terms and concepts12
Variables12
Status variable13
Time variable13
Covariates14
Interaction terms16
Observations16
Uncensored observations16
Right-censored observations17
Right-truncated observations17
Left-censored observations18
Left-truncated observations18
Non-informative censoring19
"Random censoring"19
Interval-censored observations19
Survival function20
Survival function in SPSS21
Survival function in Stata22
Hazard function22
Hazards22
Hazard rates23
Hazard functions23
Baseline vs. covariate hazard functions23
Hazard ratios24
Baseline hazard ratio24
Hazard ratio with covariates27
Proportional hazards32
Partial likelihood methods and why Cox models are semi-parametric33
Handling tied failure times33
Cox models34
Time-constant Cox regression models34
Time-dependent Cox regression models34
Frailty models35
Conditional frailty models35
Repeated events models37
Competing risks models37
Parametric models38
Time-constant Cox regression in SPSS38
Example38
SPSS Options39
SPSS Plots40
SPSS Statistical Output40
The hazard ratio40
Confidence intervals on the odds ratio41
Significance41
Relative risk42
Likelihood ratio (omnibus) tests42
Cox regression coefficients43
Baseline hazard, survival, and cumulative hazard rates47
Covariate means51
Pattern plots52
Saved variables in SPSS53
Outlier analysis with DfBeta53
Time-constant Cox regression in Stata55
Stata setup55
Stata command syntax56
Stata statistical output57
Likelihood ratio test in Stata57
Cox regression coefficients in Stata57
Test of equality of survivor functions in Stata59
Types of variance estimates59
Time-constant Cox regression in SAS60
SAS Interface60
SAS syntax61
Data setup for SAS62
Cox regression with tests in SAS63
SAS syntax63
SAS model output64
SAS test output65
Cox regression in SAS with dummy variables67
SAS syntax67
SAS model output67
SAS test output68
Testing for proportional hazards69
SAS syntax69
SAS model output70
SAS test output70
SAS PROC GPLOT: Survival Plot70
Stepwise Cox Regression72
Why forced entry results may seem different from stepwise results72
Stepwise Cox regression In SPSS72
Overview72
Entry criterion74
Removal criteria74
Omnibus tests74
Stepwise Cox regression In Stata75
Overview75
Stata stepwise options76
Stepwise Cox regression In SAS77
Overview77
Output78
Stratified Cox Regression79
Overview79
Example79
Testing to see if a stratified model is required80
Stratified Cox regression in SPSS81
Overview81
SPSS output for stratified Cox regression82
Stratified Cox regression in Stata85
Stata syntax for stratified Cox regression85
Stata output86
Stratified Cox regression in SAS88
SAS syntax for stratified Cox regression88
SAS output88
Ti