Porovnat metody
Prohlédněte si vybrané metody vedle sebe; řádky, které se liší, jsou zvýrazněny.
| Robustní Coxova regrese× | Robustní regrese× | Regrese přežití× | |
|---|---|---|---|
| Obor | Statistika | Statistika | Statistika |
| Rodina | Regression model | Regression model | Regression model |
| Rok vzniku≠ | 1989 | 1964 | 1980s |
| Tvůrce≠ | Lin & Wei | Peter J. Huber (M-estimation, 1964); Frank Hampel (influence function, 1974) | Kalbfleisch & Prentice; Cox & Oakes |
| Typ≠ | Semi-parametric survival regression with robust variance | Regression with outlier resistance | Parametric survival model |
| Původní zdroj≠ | Lin, D. Y., & Wei, L. J. (1989). The robust inference for the Cox proportional hazards model. Journal of the American Statistical Association, 84(408), 1074–1078. DOI ↗ | Huber, P. J. (1964). Robust estimation of a location parameter. The Annals of Mathematical Statistics, 35(1), 73–101. DOI ↗ | Kalbfleisch, J. D., & Prentice, R. L. (2002). The Statistical Analysis of Failure Time Data (2nd ed.). Wiley. ISBN: 978-0471363576 |
| Další názvy | Cox model with robust standard errors, sandwich-variance Cox regression, Lin-Wei robust Cox model, robust partial likelihood regression | M-estimation regression, robust linear regression, outlier-resistant regression, MM-estimation | accelerated failure time model, AFT model, parametric survival model, time-to-event regression |
| Příbuzné≠ | 3 | 6 | 3 |
| Shrnutí≠ | Robust Cox regression fits the standard Cox proportional hazards model but replaces the model-based variance estimate with a sandwich (Huber-White) estimator. This yields valid standard errors and confidence intervals even when observations are clustered, the independence assumption is mildly violated, or the working model is slightly misspecified, without discarding the familiar hazard-ratio interpretation. | Robust regression estimates the linear relationship between a continuous outcome and predictors while sharply reducing the influence of outliers and leverage points. Unlike OLS, which is highly sensitive to extreme observations, robust methods assign down-weighted influence to atypical data points, producing coefficient estimates that remain stable even when a fraction of the data is contaminated or non-normally distributed. | Survival regression models the time until an event occurs — such as death, failure, or relapse — as a function of covariates. Unlike ordinary regression, it properly accounts for censored observations (cases where the event had not yet occurred at the end of follow-up) by specifying a parametric distribution for the survival time and estimating covariate effects via maximum likelihood. |
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