Properties of added variable plots in Cox's regression model.
The added variable plot is useful for examining the effect of a covariate in regression models. The plot provides information regarding the inclusion of a covariate, and is useful in identifying influential observations on the parameter estimates. Hall et al. (1996) proposed a plot for Cox's proportional hazards model derived by regarding the Cox model as a generalized linear model. This paper proves and discusses properties of this plot. These properties make the plot a valuable tool in model evaluation. Quantities considered include parameter estimates, residuals, leverage, case influence measures and correspondence to previously proposed residuals and diagnostics.
Lindkvist
M
M
Department of Statistics, Umeå University, Sweden. ml@stat.umu.se
D001699:Biometry; D005260:Female; D006801:Humans; D016014:Linear Models; D010051:Ovarian Neoplasms / Q000401:mortality / Q000628:therapy; D016016:Proportional Hazards Models; D016019:Survival Analysis