Extensions of the absolute standardized hazard ratio and connections with measures of explained variation and variable importance

Michael R. Crager ()
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Michael R. Crager: Exact Sciences Corporation

Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, 2020, vol. 26, issue 4, No 11, 872-892

Abstract: Abstract The absolute standardized hazard ratio (ASHR) is a scale-invariant scalar measure of the strength of association of a vector of covariates with the risk of an event. It is derived from proportional hazards regression. The ASHR is useful for making comparisons among different sets of covariates. Extensions of the ASHR concept and practical considerations regarding its computation are discussed. These include a new method to conduct preliminary checks for collinearity among covariates, a partial ASHR to evaluate the association with event risk of some of the covariates conditioning on others, and the ASHR for interactions. To put the ASHR in context, its relationship to measures of explained variation and other measures of separation of risk is discussed. A new measure of the contribution of each covariate to the risk score variance is proposed. This measure, which is derived from the ASHR calculations, is interpretable as variable importance within the context of the multivariable model.

Keywords: Absolute standardized hazard ratio; Partial absolute standardized hazard ratio; Contribution to risk score variance; Variable importance; Proportional hazards regression (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s10985-020-09504-2

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