Time-Dependent Covariates in Survival Analysis
Edward D. Lustbader
Abstract
Edward D. Lustbader
Abstract
The log rank and modified Wilcoxon test statistics are two alternative methods of analysis for censored survival data. It is well known that the log rank test can be derived from the model of Cox (1972). This paper derives the Wilcoxon test as a special case of Cox's model with a time-dependent covariate.
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The log rank and modified Wilcoxon test statistics are two alternative methods of analysis for censored survival data. It is well known that the log rank test can be derived from the model of Cox (1972). This paper derives the Wilcoxon test as a special case of Cox's model with a time-dependent covariate.
Key concepts: Covariate, Wilcoxon signed-rank test, Statistics, Mathematics, Log-rank test, Proportional hazards model, Survival analysis, Rank (graph theory)