Importance of events per independent variable in proportional hazards regression analysis. II. Accuracy and precision of regression estimates

作者: Peter Peduzzi , John Concato , Alvan R. Feinstein , Theodore R. Holford

DOI: 10.1016/0895-4356(95)00048-8

关键词:

摘要: The analytical effect of the number events per variable (EPV) in a proportional hazards regression analysis was evaluated using Monte Carlo simulation techniques for data from randomized trial containing 673 patients and 252 deaths, which seven predictor variables had an original significance level p < 0.10. deaths 7 correspond to 36 analyzed full set. Five hundred simulated analyses were conducted these at EPVs 2, 5, 10, 15, 20, 25. For each simulation, random exponential survival time generated patients, results compared with their counterparts. As EPV decreased, coefficients became more biased relative true value; 90% confidence limits about values did not have coverage large sample properties hold variance estimates model, Z statistics used test lost validity under null hypothesis. Although single boundary avoiding problems is easy choose, value = 10 seems most prudent. Below this EPV, should be interpreted caution because statistical model may valid.

参考文章(4)
Lee Kl, Harrell Fe, Matchar Db, Reichert Ta, Regression models for prognostic prediction: advantages, problems, and suggested solutions Cancer treatment reports. ,vol. 69, pp. 1071- 1077 ,(1985)
M. A. Stephens, EDF Statistics for Goodness of Fit and Some Comparisons Journal of the American Statistical Association. ,vol. 69, pp. 730- 737 ,(1974) , 10.1080/01621459.1974.10480196
John Concato, Alvan R Feinstein, Theodore R Holford, The Risk of Determining Risk with Multivariable Models Annals of Internal Medicine. ,vol. 118, pp. 201- 210 ,(1993) , 10.7326/0003-4819-118-3-199302010-00009
Anastasios A. Tsiatis, A Large Sample Study of Cox's Regression Model Annals of Statistics. ,vol. 9, pp. 93- 108 ,(1981) , 10.1214/AOS/1176345335