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The Change-Plane Cox Model. | LitMetric

The Change-Plane Cox Model.

Biometrika

Department of Biostatistics, University of North Carolina, Chapel Hill, North Carolina 27599, U.S.A.,

Published: December 2018

We propose a projection pursuit technique in survival analysis for finding lower-dimensional projections that exhibit differentiated survival outcome. This idea is formally introduced as the change-plane Cox model, a non-regular Cox model with a change-plane in the covariate space dividing the population into two subgroups whose hazards are proportional. The proposed technique offers a potential framework for principled subgroup discovery. Estimation of the change-plane is accomplished via likelihood maximization over a data-driven sieve constructed using sliced inverse regression. Consistency of the sieve procedure for the change-plane parameters is established. In simulations the sieve estimator demonstrates better classification performance for subgroup identification than alternatives.

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Source
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC6289527PMC
http://dx.doi.org/10.1093/biomet/asy050DOI Listing

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