Solved – the relationship between Cox regression and Tobit regression

censoringregressionsurvival

To handle censored data, I see that some researchers use censored regression methods, like Tobit regression, some use classic survival analysis models, like Cox regression.

I know that Cox regression and Tobit regression are two different models from the perspective of math.

My questions: What are the pros and cons of these two methods? What problems are they good at solving, respectively? Do they have different assumptions?

Best Answer

Abbreviated Model Descriptions

The Cox model is a survival model that cleverly models the hazard ratios through the observed ranks of the data, without needing to make an assumption of the underlying baseline distribution, but still requires the proportional hazards assumption.

The Tobit model is essentially standard linear regression, except that it can also handle censored data. The assumed distribution is then normal.

Pros and Cons

Cox Model:

Pro: Don't need to make assumption about baseline distribution. This is very important for survival analysis: time-to-event data tends to be very not normal, often with extremely heavy right tails. Additionally, by only considering the rank of the data, you have a model that is more robust to the expected outliers.

Cons: Can be very difficult to interpret coefficient effects.

Tobit Model:

Pro: Simple extension of a model most analysts are already familiar with to allow for censoring, i.e. if all your data were observed and appropriate for linear regression (with one caveat mentioned in Cons section), then it would be appropriate to use a Tobit model.

Cons: Requires the assumption of linear effects and gaussian errors. In some applications, this is totally appropriate, but time-to-event data (i.e. survival analysis) rarely fits that criteria. Also, it's worth noting that the Tobit model is more sensitive to the normality assumption than vanilla linear regression.