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Marginal and hazard ratio specific random data generation: Applications to semi-parametric bootstrapping

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Abstract

Cox's partial likelihood for censored time-to-event data can be interpreted as a permutation probability, whereby covariate values are permuted to the observed times-to-event and censoring times. This interpretation facilitates a simple method for jointly generating times-to-event and covariate tuples with considerable flexibility, including time dependence of the hazard ratio and specification of both the marginal time-to-event and covariate distributions. This interpretation also facilitates a method for semi-parametric bootstrapping of hazard ratio estimators.

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Mackenzie, T., Abrahamowicz, M. Marginal and hazard ratio specific random data generation: Applications to semi-parametric bootstrapping. Statistics and Computing 12, 245–252 (2002). https://doi.org/10.1023/A:1020750810409

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