7.6 Practice Problems
Problem 7.6.1. A Cox model for a trial gives \(\hat \beta = -0.35\) (s.e. \(0.12\)) for treatment. Give the hazard ratio, its \(95\%\) interval, and an interpretation.
Show solution
Solution. \(\widehat {\text {HR}} = e^{-0.35} = 0.705\), interval \(\exp (-0.35 \pm 0.235) = (0.557, 0.891)\). Treated patients had about \(30\%\) lower hazard of the event at any time than controls; the interval excludes \(1\), so the effect is significant at the \(5\%\) level (\(z = -2.92\), \(p = 0.004\)).
Problem 7.6.2. In a model with age in years, \(\hat \beta _{\text {age}} = 0.025\). What is the hazard ratio for a \(70\)-year-old compared with a \(50\)-year-old, with all other covariates equal?
Show solution
Solution. \(e^{20 \times 0.025} = e^{0.5} = 1.65\): the \(70\)-year-old’s hazard is \(65\%\) higher.
Problem 7.6.3. If the control group’s one-year survival is \(0.70\) and the hazard ratio of treated to control is \(0.6\), what is the predicted one-year survival of treated patients under proportional hazards?
Show solution
Solution. \(S_{\text {treated}} = S_{\text {control}}^{\text {HR}} = 0.70^{0.6} = e^{0.6\log 0.70} = e^{-0.214} = 0.807\). One-year mortality falls from \(30\%\) to \(19.3\%\), a relative reduction of \(36\%\), not the \(40\%\) that the hazard ratio suggests: hazard ratios and risk ratios differ unless risks are small.
Problem 7.6.4. Write the factors of the partial likelihood in Example 7.2.1 at the events at times \(6\) and \(8\).
Show solution
Solution. At \(6\) the risk set is the subjects with times \(\geq 6\): times \(6, 8, 9, 11, 14\) with \(x = 1, 0, 1, 0, 0\), and the subject who dies has \(x = 1\): factor \(e^\beta /(2e^\beta + 3)\). At \(8\) the risk set is \(8, 9, 11, 14\) with \(x = 0, 1, 0, 0\), and the subject who dies has \(x = 0\): factor \(1/(e^\beta + 3)\).
Problem 7.6.5. Explain why the partial likelihood does not depend on the baseline hazard, and what information it ignores.
Show solution
Solution. Each factor is the conditional probability that the subject who failed was the one who did, given that one failure occurred at that time among those at risk; the common factor \(h_0(t)\) cancels between numerator and denominator. It ignores the information in the exact times of the events (only their order and the risk sets matter), which under the model carries little information about \(\beta \) when \(h_0\) is unknown.
Problem 7.6.6. A model with three covariates has log partial likelihood \(-737.2\); dropping one of them gives \(-739.9\). Test whether the dropped covariate is needed.
Show solution
Solution. The likelihood ratio statistic is \(2(-737.2 + 739.9) = 5.4\) on \(1\) degree of freedom, \(p = 0.020\): the covariate improves the model significantly at the \(5\%\) level.
Questions on this section
Stuck on something here? Ask below and it stays attached to this topic.