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Partial likelihood ratio tests for the Cox model under complex sampling


Thomas Lumley, Department of Statistics, University of Auckland, Private Bag 92019, Auckland 1142, New Zealand.



We develop an analog of the likelihood ratio test for Cox proportional hazards models fitted to sample survey data. We look at methods for computing the asymptotic distribution and at ways of improving the small-sample performance. The methods are illustrated with examples using data from the National Health and Nutrition Examination Survey and from a stratified case–cohort study. Copyright © 2012 John Wiley & Sons, Ltd.