1. Outlier and Time-Dependent Covariate in Survival Analysis, A Simulation Based Study
- Abstract
The Cox regression model is widely used in Survival Analysis, also related to medical fields. The Cox regression model is further extended to tackle problems such as non-proportionality and time-dependent covariates. This paper focuses on the behavior of the Cox proportional hazard model in the presence of outliers and time-dependent covariates. To compare the performance of widely used existing time-to-event models in the presence of Outliers and time-dependent covariates and propose a modified Cox model in case of outliers and time-dependent covariates. The algorithm used in the Cox and time-dependent Cox model is extended to tackle the problem of outlier and time-dependent covariates jointly in a model. The estimated model's betas, RMSE, MAE, and MAPE, were compared among the different models. The study concluded that the modified Cox model outperformed the existing time-to-event methodology if the model simultaneously has an Outlier and time-dependent covariates problem.
- Published
- 2023