Abstract
Cox proportional hazards model is widely used to study the relationship between the survival time of an event and covariates. Its primary objective is parameter estimation assuming a constant relative hazard throughout the entire follow-up time. The baseline hazard is thus treated as a nuisance parameter. However, if the interest is to predict possible outcomes like specific quantiles of the distribution (e.g. median survival time), survival and hazard functions, it may be more convenient to use a parametric baseline distribution. Such a parametric model should however be flexible enough to allow for various shapes of e.g. the hazard function. In this paper we propose flexible hazard-based models for right censored data using a large class of two-piece asymmetric baseline distributions. The effect of covariates is characterized through time-scale changes on hazard progression and on the relative hazard ratio; and can take three possible functional forms: parametric, semi-parametric (partly linear) and non-parametric. In the first case, the usual full likelihood estimation method is applied. In the semi-parametric and non-parametric settings a general profile (local) likelihood estimation approach is proposed. An extensive simulation study investigates the finite-sample performances of the proposed method. Its use in data analysis is illustrated in real data examples.
Funding source: Onderzoeksraad, KU Leuven
Award Identifier / Grant number: C16/20/002
Acknowledgments
The authors thank the reviewers for their valuable comments that led to an improvement of the manuscript.
-
Research ethics: Not applicable.
-
Informed consent: Not applicable.
-
Author contributions: The authors have accepted responsibility for the entire content of this manuscript and approved its submission.
-
Use of Large Language Models, AI and Machine Leanring Tools: None of these tools were used. Nothing to declare.
-
Conflict of interest: The authors state no conflict of interest.
-
Research funding: The second author gratefully acknowledges support from Research Grant C16/20/002 project of the Research Fund KU Leuven.
-
Data availability: The veteran cancer and primary biliary cirrhosis data are freely available in the R package survival. The R-code of the developed methods are available at https://github.com/Ewnetu-github/tpaHH.git.
References
1. Cox, DR. Regression models and life-tables. J Roy Stat Soc B 1972;34:187–202. https://doi.org/10.1111/j.2517-6161.1972.tb00899.x.Suche in Google Scholar
2. Cox, DR. Partial likelihood. Biometrika 1975;62:269–76. https://doi.org/10.1093/biomet/62.2.269.Suche in Google Scholar
3. Hirose, Y. Asymptotic linear expansion of profile likelihood in the Cox model. Math Methods Stat 2011;20:224–31. https://doi.org/10.3103/s1066530711030045.Suche in Google Scholar
4. Kalbfleisch, JD, Prentice, RL. The statistical analysis of failure time data. New York: John Wiley & Sons; 2003.10.1002/9781118032985Suche in Google Scholar
5. Royston, P, Parmar, MK. Flexible parametric proportional-hazards and proportional-odds models for censored survival data, with application to prognostic modelling and estimation of treatment effects. Stat Med 2002;21:2175–97. https://doi.org/10.1002/sim.1203.Suche in Google Scholar PubMed
6. Collett, D. Modelling survival data in medical research. Philadelphia: Chapman & Hall; 2015.10.1201/b18041Suche in Google Scholar
7. Hosmer, DW, Lemeshow, S, May, S. Applied survival analysis: regression modelling of time-to-event data. New York: John Wiley & Sons; 2008.10.1002/9780470258019Suche in Google Scholar
8. Ghosh, A, Basu, A. Robust and efficient estimation in the parametric proportional hazards model under random censoring. Stat Med 2019;38:5283–99. https://doi.org/10.1002/sim.8377.Suche in Google Scholar PubMed
9. Khan, SA, Khosa, SK. Generalized log-logistic proportional hazard model with applications in survival analysis. J Stat Distrib Appl 2016;3:1–18. https://doi.org/10.1186/s40488-016-0054-z.Suche in Google Scholar
10. Gelfand, AE, Ghosh, SK, Christiansen, C, Soumerai, SB, McLaughlin, TJ. Proportional hazards models: a latent competing risk approach. J Roy Stat Soc C 2000;49:385–97. https://doi.org/10.1111/1467-9876.00199.Suche in Google Scholar
11. McLachlan, GJ, McGiffin, DC. On the role of finite mixture models in survival analysis. Stat Methods Med Res 1994;3:211–26. https://doi.org/10.1177/096228029400300302.Suche in Google Scholar PubMed
12. Tibshirani, R, Hastie, T. Local likelihood estimation. J Am Stat Assoc 1987;82:559–67. https://doi.org/10.1080/01621459.1987.10478466.Suche in Google Scholar
13. Gentleman, R, Crowley, J. Local full likelihood estimation for the proportional hazards model. Biometrics 1991;47:1283–96. https://doi.org/10.2307/2532386.Suche in Google Scholar
14. Gray, RJ. Flexible methods for analyzing survival data using splines, with applications to breast cancer prognosis. J Am Stat Assoc 1992;87:942–51. https://doi.org/10.2307/2290630.Suche in Google Scholar
15. Heinzl, H, Kaider, A. Gaining more flexibility in Cox proportional hazards regression models with cubic spline functions. Comput Methods Programs Biomed 1997;54:201–8. https://doi.org/10.1016/s0169-2607(97)00043-6.Suche in Google Scholar PubMed
16. Fan, J, Gijbels, I, King, M. Local likelihood and local partial likelihood in hazard regression. Ann Stat 1997;25:1661–90. https://doi.org/10.1214/aos/1031594736.Suche in Google Scholar
17. Wei, LJ. The accelerated failure time model: a useful alternative to the Cox regression model in survival analysis. Stat Med 1992;11:1871–9. https://doi.org/10.1002/sim.4780111409.Suche in Google Scholar PubMed
18. Chen, YQ, Wang, MC. Analysis of accelerated hazards model. J Am Stat Assoc 2000;95:608–18. https://doi.org/10.1080/01621459.2000.10474236.Suche in Google Scholar
19. Chen, YQ. Accelerated hazards regression model and its adequancy for censored survival data. Biometrics 2001;57:853–60. https://doi.org/10.1111/j.0006-341x.2001.00853.x.Suche in Google Scholar PubMed
20. Chen, YQ, Jewell, NP. On a general class of semi-parametric hazards regression models. Biometrika 2001;88:687–702. https://doi.org/10.1093/biomet/88.3.687.Suche in Google Scholar
21. Rubio, FJ, Remontet, L, Jewell, NP, Belot, A. On a general structure for hazard-based regression models: an application to population-based cancer research. Stat Methods Med Res 2019;28:2404–17. https://doi.org/10.1177/0962280218782293.Suche in Google Scholar PubMed
22. Alvares, D, Rubio, FJ. A tractable Bayesian joint model for longitudinal and survival data. Stat Med 2021;40:4213–29. https://doi.org/10.1002/sim.9024.Suche in Google Scholar PubMed
23. Lin, DY, Ying, Z. Additive hazards regression models for survival data. In: Lin, DY, Fleming, TR, editors. Proceedings of the first Seattle symposium in biostatistics. Lecture Notes in Statistics. New York: Springer-Verlag; 1997, vol. CXXIII.10.1007/978-1-4684-6316-3_10Suche in Google Scholar
24. Lu, C, Goeman, J, Putter, H. Maximum likelihood estimation in the additive hazards model. Biometrics 2023;79:1646–56. https://doi.org/10.1111/biom.13764.Suche in Google Scholar PubMed
25. Ewnetu, WB, Gijbels, I, Verhasselt, A. Flexible two-piece distributions for right censored survival data. Lifetime Data Anal 2023;29:34–65. https://doi.org/10.1007/s10985-022-09574-4.Suche in Google Scholar PubMed
26. Rubio, FJ, Hong. Survival and lifetime data analysis with a flexible class of distributions. J Appl Stat 2016;43:1794–813. https://doi.org/10.1080/02664763.2015.1120710.Suche in Google Scholar
27. Ewnetu, WB, Gijbels, I, Verhasselt, A. Two-piece distribution based semi-parametric quantile regression for right censored data. Stat Pap 2024;65:2775–810. https://doi.org/10.1007/s00362-023-01475-4.Suche in Google Scholar
28. Nelder, JA, Mead, R. A simplex method for function minimization. Comput J 1965;7:308–13. https://doi.org/10.1093/comjnl/7.4.308.Suche in Google Scholar
29. Conn, AR, Scheinberg, K, Vicente, LN. Introduction to derivative-free optimization. Philadelphia: Society for Industrial and Applied Mathematics; 2009.10.1137/1.9780898718768Suche in Google Scholar
30. Heller, G. The Cox proportional hazards model with a partly linear relative risk function. Lifetime Data Anal 2001;7:255–77. https://doi.org/10.1023/a:1011688424797.10.1023/A:1011688424797Suche in Google Scholar
31. Nielsen, JP, Linton, O, Bickel, PJ. On a semi-parametric survival model with flexible covariate effect. Ann Stat 1998;26:215–41. https://doi.org/10.1214/aos/1030563983.Suche in Google Scholar
32. Severini, TA, Wong, WH. Profile likelihood and conditionally parametric models. Ann Stat 1992;20:1768–802. https://doi.org/10.1214/aos/1176348889.Suche in Google Scholar
33. Lu, X, Singh, RS, Desmond, AF. A kernel smoothed semi-parametric survival model. J Stat Plann Inference 2001;98:119–35. https://doi.org/10.1016/s0378-3758(00)00314-1.Suche in Google Scholar
34. Wang, W, Wang, JL, Wang, Q. Proportional hazards regression with unknown link function. In: Lecture notes entitled “Optimality: The Third Erich L. Lehmann Symposium”. Lecture Notes – Monograph Series. Beachwood, Ohio, USA: Institute of Mathematical Statistics; 2009:47–66 pp.10.1214/09-LNMS5706Suche in Google Scholar
35. Sasieni, P. Information bounds for the conditional hazard ratio in a nested family of regression models. J Roy Stat Soc B 1992;54:617–35. https://doi.org/10.1111/j.2517-6161.1992.tb01901.x.Suche in Google Scholar
36. Graf, E, Schmoor, C, Sauerbrei, W, Schumacher, M. Assessment and comparison of prognostic classification schemes for survival data. Stat Med 1999;18:2529–45. https://doi.org/10.1002/(sici)1097-0258(19990915/30)18:17/18<2529::aid-sim274>3.0.co;2-5.10.1002/(SICI)1097-0258(19990915/30)18:17/18<2529::AID-SIM274>3.3.CO;2-XSuche in Google Scholar
37. Gerds, TA, Schumacher, M. Consistent estimation of the expected Brier score in general survival models with right-censored event times. Biom J 2006;48:1029–40. https://doi.org/10.1002/bimj.200610301.Suche in Google Scholar
38. Liu, XR, Pawitan, Y, Clements, M. Parametric and penalized generalized survival models. Stat Methods Med Res 2018;27:1531–46. https://doi.org/10.1177/0962280216664760.Suche in Google Scholar
39. Fan, J, Gijbels, I. Local polynomial modelling and its applications. London: Chapman & Hall; 1996.Suche in Google Scholar
40. Chen, S, Zhou, L. Local partial likelihood estimation in proportional hazards regression. Ann Stat 2007;35:888–916. https://doi.org/10.1214/009053606000001299.Suche in Google Scholar
© 2025 Walter de Gruyter GmbH, Berlin/Boston
Artikel in diesem Heft
- Frontmatter
- Research Articles
- Prognostic adjustment with efficient estimators to unbiasedly leverage historical data in randomized trials
- Homogeneity test and sample size of response rates for AC 1 in a stratified evaluation design
- A review of survival stacking: a method to cast survival regression analysis as a classification problem
- DsubCox: a fast subsampling algorithm for Cox model with distributed and massive survival data
- A hybrid hazard-based model using two-piece distributions
- Regression analysis of clustered current status data with informative cluster size under a transformed survival model
- Bayesian covariance regression in functional data analysis with applications to functional brain imaging
- Risk estimation and boundary detection in Bayesian disease mapping
- An improved estimator of the logarithmic odds ratio for small sample sizes using a Bayesian approach
- Short Communication
- A multivariate Bayesian learning approach for improved detection of doping in athletes using urinary steroid profiles
- Research Articles
- Guidance on individualized treatment rule estimation in high dimensions
- Weighted Euclidean balancing for a matrix exposure in estimating causal effect
- Penalized regression splines in Mixture Density Networks
Artikel in diesem Heft
- Frontmatter
- Research Articles
- Prognostic adjustment with efficient estimators to unbiasedly leverage historical data in randomized trials
- Homogeneity test and sample size of response rates for AC 1 in a stratified evaluation design
- A review of survival stacking: a method to cast survival regression analysis as a classification problem
- DsubCox: a fast subsampling algorithm for Cox model with distributed and massive survival data
- A hybrid hazard-based model using two-piece distributions
- Regression analysis of clustered current status data with informative cluster size under a transformed survival model
- Bayesian covariance regression in functional data analysis with applications to functional brain imaging
- Risk estimation and boundary detection in Bayesian disease mapping
- An improved estimator of the logarithmic odds ratio for small sample sizes using a Bayesian approach
- Short Communication
- A multivariate Bayesian learning approach for improved detection of doping in athletes using urinary steroid profiles
- Research Articles
- Guidance on individualized treatment rule estimation in high dimensions
- Weighted Euclidean balancing for a matrix exposure in estimating causal effect
- Penalized regression splines in Mixture Density Networks