Cox Proportional Hazards Regression

Cox Regression models time-to-event outcomes against multiple covariates simultaneously, producing hazard ratios that quantify how each covariate affects the event rate while adjusting for all others.


Step 1 — Provide your data

Each row needs:

  • Time — follow-up time
  • Event — 1 (event) or 0 (censored)
  • Covariates — numeric or categorical predictors

Supports Excel Import (with ColumnSelector and CategoryMapper), Sample Data Selector, and Manual Entry.


Step 2 — Choose reference categories

For categorical covariates, pick the baseline level. HRs are reported relative to this reference.


Step 3 — Results

Covariate table:

  • Coefficient (beta), HR = exp(beta), 95% CI, SE, Z-score, p-value

Model Fit:

  • Log-likelihood, Chi-square (LR test), df, overall p-value
  • Concordance Index (C-index)
  • Pseudo R-squared, Partial AIC

Proportional Hazards Test — Schoenfeld residual-based test per covariate.

Visualisations:

  • Hazard Ratio Forest Plot
  • Survival Plot at representative covariate values

A UniversalChatBot is available for discussion.


Statistical methods used

Model

h(t|X) = h0(t) * exp(beta1*X1 + ... + betap*Xp)

Semiparametric: baseline hazard h0(t) left unspecified.

Estimation — Partial Likelihood via Newton-Raphson

  • Max iterations: 20
  • Convergence: max |score| < 1e-6
  • Step halving when |beta| > 10

Hazard Ratios with 95% CI (Wald)

HR = exp(beta), CI: exp(beta +/- 1.96 * SE)

Overall model — Likelihood Ratio Test

chi2 = 2 * (logL_full - logL_null) with df = p.

Concordance Index

Proportion of concordant pairs (higher risk score = shorter survival).

Proportional Hazards Assumption

Schoenfeld residuals test for time-varying effects. p < 0.05 suggests violation.