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Cox Non-Proportional Hazards Model with Time-Varying Coefficients

Wenbo Wu, Lingfeng Luo, Kevin X. He

Last update: 17 October 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0.0

Description

Fit Cox non-proportional hazards models with time-varying coefficients. Both unpenalized procedures (Newton and proximal Newton) and penalized procedures (P-splines and smoothing splines) are included using B-spline basis functions for estimating time-varying coefficients. For penalized procedures, cross validations, mAIC, TIC or GIC are implemented to select tuning parameters. Utilities for carrying out post-estimation visualization, summarization, point-wise confidence interval and hypothesis testing are also provided. For more information, see Wu et al. (2022) <doi:10.1007/s10985-021-09544-2> and Luo et al. (2023) <doi:10.1177/09622802231181471>.

Cites work

• Scalable proximal methods for cause-specific hazard modeling with time-varying coefficients
• Using information criteria to select smoothing parameters when analyzing survival data with time-varying coefficient hazard models

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