PHREG weighted Cox regression

ROBIZ7 — Wed, 21 Nov 2018 15:09:38 GMT

I am trying to fit a weighted Cox regression model in the spirit of Peter Sasieni (1993) "Maximum Weighted Partial Likelihood Estimators for the Cox Model" and D. Y. Lin (1991) "Goodness-of-Fit Analysis for the Cox Regression Model Based on a Class of Parameter Estimators".

I know PHREG allows case weights via WEIGHT statement, but I would like to accomplish is weighting the score function from weighted log-rank test (e.g. Fleming and Harrington).

I found a document written by Terry M. Therneau "A Package for Survival Analysis in S" where in Section 3.3.7, he explains that to estimate beta from a weighted cox model an offset -log(weight) has to be included. Standard error need to be also corrected.

I include link to the document Therneau: https://www.mayo.edu/research/documents/tr53pdf/doc-10027379

I did not find any other source in the web to fit this model from a programmatic point of view.

Is anybody experienced with this kind of estimation?

Thank you

Re: PHREG weighted Cox regression

ckuo — Mon, 06 May 2019 19:08:13 GMT

Hi,

I know it maybe a while ago.

I am also interested in the weighed cox regression model.

Have you tried the macro wcm?

Can you share some tips?

Thank you!

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PHREG weighted Cox regression

Re: PHREG weighted Cox regression