[not] reading classics (#7)

La Défense from Paris-Dauphine, Nov. 15, 2012This week, I decided not to report on the paper read at the Reading Classics student seminar, as it did not work out well-enough. The paper was the “Regression models and life-table” published in 1972 by David Cox… A classic if any! Indeed, I do not think posting a severe criticism of the presentation or the presentation itself would be of much use to anyone. It is rather sad as (a) the student clearly put some effort in the presentation, including a reproduction of an R execution, and (b) this was an entry on semi-parametrics, Kaplan-Meyer, truncated longitudinal data, and more, that could have benefited the class immensely. Alas, the talk did not take any distance from the paper, did not exploit the following discussion, and exceeded by far the allocated time, without delivering a comprehensible message. It is a complex paper with concise explanations, granted, but there were ways to find easier introductions to its contents in the more recent literature… It is possible that a second student takes over and presents her analysis of the paper next January. Unless she got so scared with this presentation that she will switch to another paper… [Season wishes to Classics Readers!]

One Response to “[not] reading classics (#7)”

  1. This is one of the greatest papers of all times, but unfortunately its age (it is older than me!) means that the content reflects the (limitations of) statistics, biases and know-how of an (almost) precomputer era.

    Cox pulled a number of tricks to make this paper happen, including – the use of profile likelihoods (Cox himself develops the general methodology in his 1975 paper on partial likelihoods in Biometrika, but a more accessible explanation is given in the paper of Murphy and van der Vaart http://www.jstor.org/stable/2669386)

    – a (near miss) discovery of Generalized Linear Models (Poisson or binomial regressions) for modelling of lifetime data. These connections means that a much better introduction for the mechanics of the Cox model may be gained by reading a 1988 JASA paper by Efron: http://www.jstor.org/stable/2288857 . Archaeostatisticians may be interested in the bibliography of the early literature, including the first application of the Cox model for a clinical trial : http://statmd.wordpress.com/2012/10/05/survival-analysis-via-hazard-based-modeling-and-generalized-linear-models/

    We can trully appreciate this paper, only with the benefit of the hindsight :)

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