Thomas Lumley wrote: > On Wed, 28 Mar 2007, Frank E Harrell Jr wrote: > >> Eric Elguero wrote: >>> Hi everybody, >>> >>> recently I had to teach a course on Cox model, of which I am >>> not a specialist, to an audience of medical epidemiologists. >>> Not a good idea you might say.. anyway, someone in the >>> audience was very hostile. At some point, he sayed that >>> Cox model was useless, since all you have to do is count >>> who dies and who survives, divide by the sample sizes >>> and compute a relative risk, and if there was significant >>> censoring, use cumulated follow-up instead of sample >>> sizes and that's it! >>> I began arguing that in Cox model you could introduce >>> several variables, interactions, etc, then I remembered >>> of logistic models ;-) >>> The only (and poor) argument I could think of was that >>> if mr Cox took pains to devise his model, there should >>> be some reason... >> >> That is a very ignorant person, concerning statistical >> efficiency/power/precision and how to handle incomplete follow-up >> (variable follow-up duration). There are papers in the literature (I >> wish I had them at my fingertips) that go into the efficiency loss of >> just counting events. If the events are very rare, knowing the time >> doesn't help as much, but the Cox model still can handle censoring >> correctly and that person's approach doesn't. >> > > Certainly just counting the events is inefficient -- the simplest > example would be studies of some advanced cancers where nearly everyone > dies during followup, so that there is little or no censoring but simple > counts are completely uninformative. > > It's relatively hard to come up with an example where using the > total-time-on-test (rather than sample size) as a denominator is much > worse than the Cox mode, though. You need the baseline hazard to vary a > lot over time and the censoring patterns to be quite different in the > groups, but proportional hazards to still hold. > > I think the advantages of the Cox model over a reasonably sensible > person-time analysis are real, but not dramatic -- it would be hard to > find a data set that would convince the sort of person who would make > that sort of claim. > > I would argue that computational convenience on the one hand, and the > ability to exercise lots of nice mathematical tools on the other hand > have also contributed to the continuing popularity of the Cox model. > > > -thomas > > Thomas Lumley Assoc. Professor, Biostatistics > [EMAIL PROTECTED] University of Washington, Seattle > > >
Nicely put Thomas. I have seen examples from surgical research where the hazard function is bathtub shaped and the epidemiologist's use of the exponential distribution is very problematic. I have also seen examples in acute illness and medical treatment where time until death is important even with only 30-day follow-up. Frank -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.