Regression modelRegression / GLM
Robust Cox Regression
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.
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Sources
- 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: 10.1080/01621459.1989.10478874 ↗
- Therneau, T. M., & Grambsch, P. M. (2000). Modeling Survival Data: Extending the Cox Model. Springer. ISBN: 978-0387987784