Survival analysis
Cox Proportional Hazards Regression
Cox proportional hazards regression, introduced by D. R. Cox in 1972, is a semi-parametric model that estimates how one or more covariates affect the hazard — the instantaneous rate of experiencing an event — while leaving the baseline hazard function unspecified. It is the standard multivariable method in survival analysis and produces hazard ratios that quantify the relative risk associated with each predictor.
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Sources
- Cox, D. R. (1972). Regression Models and Life-Tables. Journal of the Royal Statistical Society: Series B, 34(2), 187–202. DOI: 10.1111/j.2517-6161.1972.tb00899.x ↗
- Therneau, T. M. & Grambsch, P. M. (2000). Modeling Survival Data: Extending the Cox Model. Springer. ISBN: 978-0387987842