The hazard ratio estimated with the Cox model is investigated under proportional and five forms of nonproportional hazards. Results indicate that the highest bias occurs for diverging hazards with early censoring, and for increasing and crossing hazards under a high censoring rate.
Persson, Inger and Khamis, Harry
"Bias Of The Cox Model Hazard Ratio,"
Journal of Modern Applied Statistical Methods:
1, Article 10.
Available at: http://digitalcommons.wayne.edu/jmasm/vol4/iss1/10