Lin D Y
Department of Biostatistics, University of Washington, Seattle 98195.
Comput Methods Programs Biomed. 1992 Jul;38(2-3):101-5. doi: 10.1016/0169-2607(92)90080-q.
GOFCOX is a user-friendly FORTRAN program for assessing the adequacy of the Cox proportional hazards model. The underlying methodology is based on the comparison of the maximum partial likelihood estimator and a weighted parameter estimator. The latter is the root to an estimation equation that assigns varying weights to the individual contributions to the partial likelihood score function. The weighted and unweighted parameter estimators have the same expectation under the Cox model, but tend to differ when the model is inappropriate. The GOFCOX program computes a rich class of weighted parameter estimators and corresponding goodness-of-fit test statistics. The program runs on both mainframe computers and microcomputers. The running time is minimal even for large data sets. A simple example is provided to illustrate the features of the program.
GOFCOX是一个用户友好的FORTRAN程序，用于评估Cox比例风险模型的适用性。其基本方法基于最大偏似然估计器与加权参数估计器的比较。后者是一个估计方程的根，该方程对偏似然得分函数的各个贡献赋予不同权重。在Cox模型下，加权和未加权参数估计器具有相同的期望，但当模型不适用时往往会有所不同。GOFCOX程序计算了一类丰富的加权参数估计器和相应的拟合优度检验统计量。该程序可在大型计算机和微型计算机上运行。即使对于大型数据集，运行时间也很短。提供了一个简单示例来说明该程序的特点。
