A new approach to estimate correlation coefficients in the presence of censoring and proportional hazards

作者：Schemper M; Kaider A

来源：Computational Statistics & Data Analysis, 1997, 23(4): 467-476.

DOI：10.1016/S0167-9473(96)00045-X

• Cox's model
• explained variation
• Kendall's tau
• multiple imputation
• Spearman's r(s)

Estimation of correlations when one of the variables is censored has received only little attention in the past. This presentation reviews the deficiencies of existing approaches and presents an algorithm for the reconstruction of Spearman, Kendall and other nonparametric correlation coefficients from censored samples. The algorithm uses Rubin's technique of multiple imputation and assumes proportionality of hazards as does Cox's model analyses by which it is supposed to supplement. The unbiasedness of the estimation procedure under proportional hazards is demonstrated even for underlying correlations of 0.9 and 90% censoring, Two important applications of the presented procedure are exemplified: The estimation of the correlation of survival time with a prognostic factor and the estimation of the variation of survival explained by prognostic factors within Cox's model.

• 出版日期1997-2-6