Introduction

Abstract

Since its introduction, the proportional hazards model proposed by Cox [36] has become the workhorse of regression analysis for censored data. In the last several years, the theoretical basis for the model has been solidified by connecting it to the study of counting processes and martingale theory, as discussed in the books of Fleming and Harrington [51] and of Andersen et al. [4] . These developments have, in turn, led to the introduction of several new extensions to the original model. These include the analysis of residuals, time-dependent coefficients, multiple/correlated observations, multiple time scales, time-dependent strata, and estimation of underlying hazard functions.