coxhazard -- Compute the correlation probability by Cox's proportional hazard model.
The coxhazard task computes a correlation probability by Cox's proportional hazard model. The Cox hazard model can treat several independent variables if the dependent variable contains only one kind of censoring (i.e., upper or lower limits).
The Cox correlation is known to be inaccurate when many tied values are present in the data. Ties are particularly common when the data are binned. Caution should be used in these cases.
Cox regression, though widely used in biostatistical applications, formally applies only if the "hazard rate" is constant; that is, the cumulative distribution function of the censored variable falls exponentially with increasing values. Astronomical luminosity functions, in contrast, are frequently modeled by power law distributions. It is not clear whether the results of a Cox regression are significantly affected by this difference.
The test assumes the null hypothesis. The probability given by this program is the probability that there is no correlation between the variables. If the probability is small, that means "the probability that these two variables are not correlated is small" or approximately "these variables are correlated". If you see the result 0.000, it means "< 0.001".
- input [string]
- Input file(s); this can be a list of files. Following each file name is a list of column names in brackets. Thes column names specify which columns in the file contain the information used by this task. The brackets MUST contain at least three names in the following format: [censor_indicator, independent_vars, dependent_var]. If there is more than one independent variable, the column names all follow the censor indicator. The censor indicator specifies the censorship of the data point. The different kinds of censorship are explained in the censor help file. If the input file is an STSDAS table, the names in brackets are the table column names. If the input file is a text file, the names in brackets are the column numbers. A title string will be printed if the input file is a table containing the header parameter TITLE.
- (verbose = no) [boolean]
- Provide detailed output?
The detailed output includes the number of data points and the number of censored points and type of censorship.
1. Apply coxhazard to the data in the table "kriss.tab", using the columns "Censor" for the censoring indicator, "LogL1mu" for the first independent variable column, "LogL2500A" for the second independent variable column, and "LogL2keV" for the dependent variable column. Then use the file "iraslum.dat" (text file), columns 1, 2, and 3 (censor, independent, dependent). Several files may be processed sequentially. The following example will compute the Cox-hazard correlation probability for the two files indicated:
st> coxhazard kriss.tab[Censor,LogL1mu,LogL2500A,LogL2keV], \ >>> iraslum.dat[c1,c2,c3]
Type "help statistics option=sys" for a higher-level description of the statistics package.