Journal
STATISTICS AND COMPUTING
Volume 12, Issue 3, Pages 245-252Publisher
KLUWER ACADEMIC PUBL
DOI: 10.1023/A:1020750810409
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Cox's partial likelihood for censored time-to-event data can be interpreted as a permutation probability, whereby covariate values are permuted to the observed times-to-event and censoring times. This interpretation facilitates a simple method for jointly generating times-to-event and covariate tuples with considerable flexibility, including time dependence of the hazard ratio and specification of both the marginal time-to-event and covariate distributions. This interpretation also facilitates a method for semi-parametric bootstrapping of hazard ratio estimators.
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