Multi-parameter regression survival modeling: an alternative to proportional hazards

DOI10.1111/BIOM.12625zbMATH Open1372.62056arXiv1901.03277OpenAlexW3125328045WikidataQ39148278 ScholiaQ39148278MaRDI QIDQ5283331FDOQ5283331

Authors:

Publication date: 21 July 2017

Published in: Biometrics (Search for Journal in Brave)

Abstract: It is standard practice for covariates to enter a parametric model through a single distributional parameter of interest, for example, the scale parameter in many standard survival models. Indeed, the well-known proportional hazards model is of this kind. In this paper we discuss a more general approach whereby covariates enter the model through more than one distributional parameter simultaneously (e.g., scale and shape parameters). We refer to this practice as "multi-parameter regression" (MPR) modelling and explore its use in a survival analysis context. We find that multi-parameter regression leads to more flexible models which can offer greater insight into the underlying data generating process. To illustrate the concept, we consider the two-parameter Weibull model which leads to time-dependent hazard ratios, thus relaxing the typical proportional hazards assumption and motivating a new test of proportionality. A novel variable selection strategy is introduced for such multi-parameter regression models. It accounts for the correlation arising between the estimated regression coefficients in two or more linear predictors -- a feature which has not been considered by other authors in similar settings. The methods discussed have been implemented in the mpr package in R.

Full work available at URL: https://arxiv.org/abs/1901.03277

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zbMATH Keywords

variable selectionsurvival analysiscrossing hazardsnon-proportional hazardstime-dependent effectsconverging hazardsdiverging hazardsmulti-parameter regression

Mathematics Subject Classification ID

Reliability and life testing (62N05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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Cited In (11)

• Two-piece distribution based semi-parametric quantile regression for right censored data
• Efficient particle smoothing for Bayesian inference in dynamic survival models
• Title not available (Why is that?)
• Robust fitting for generalized additive models for location, scale and shape
• An alternative formulation of Coxian phase-type distributions with covariates: application to emergency department length of stay
• mpr
• Location-scale mixed models and goodness-of-fit assessment applied to insect ecology
• Variable Selection Using a Smooth Information Criterion for Distributional Regression Models
• The XGTDL family of survival distributions
• Multi-parameter regression survival modelling with random effects
• Distribution-Free Location-Scale Regression

Uses Software

• R
• GAMLSS

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