Schemper and Kaider (1997) presented an algorithm for the reconstruction of the Spearman correlation coefficient when one of the variables is censored. Using Rubin's technique of multiple imputation the algorithm assumes proportionality of hazards as does Cox's model analyses by which it is supposed to supplement.
The procedure can be used in two different applications: The estimation of the correlation of a censored variable with an uncensored variable and the estimation of the proportion of variation of survival (or any other censored outcome) explained by prognostic factors within Cox's model.
Schemper and Kaider (1997) have demonstrated that the procedure can perfectly reconstruct the correlation of an underlying uncensored population.
Referenzen:
Schemper, M., Kaider, A. (1997): "A new approach to estimate correlation coefficients in the presence of censoring and proportional hazards", Computational Statistics & Data Analysis 23, 467 - 476
Kalbfleisch, J. D., Prentice, R. L. (1980): The statistical analysis of failure time data, Wiley, New York
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