基于Cox模型的虚拟响应算法

Pseudo-response Algoithm Based on Cox Model

提供一种求解Cox模型的新方法:基于Cox模型的基本特征构造虚拟响应变量,在此基础上利用最小二乘迭代算法得到基准生存函数和回归系数的估计,并进一步将该算法推广到广义Cox模型,利用局部多项式方法拟合虚拟响应变量,解决了协变量作用形式为非参的情形.

A new way to solve the Cox model： Based on the Cox model, we propose a pseudo-response variable and use the least square iterative algorithm to get the estimate of the baseline survival function and regression parameters. Then extend to the Generalized Cox model, where the covariates effect the survival function in a nonparametric way.