Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/31058 
Year of Publication: 
2004
Series/Report no.: 
Discussion Paper No. 400
Publisher: 
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen, München
Abstract: 
The classical Cox proportional hazards model is a benchmark approach to analyze continuous survival times in the presence of covariate information. In a number of applications, there is a need to relax one or more of its inherent assumptions, such as linearity of the predictor or the proportional hazards property. Also, one is often interested in jointly estimating the baseline hazard together with covariate effects or one may wish to add a spatial component for spatially correlated survival data. We propose an extended Cox model, where the (log-)baseline hazard is weakly parameterized using penalized splines and the usual linear predictor is replaced by a structured additive predictor incorporating nonlinear effects of continuous covariates and further time scales, spatial effects, frailty components, and more complex interactions. Inclusion of time-varying coefficients leads to models that relax the proportional hazards assumption. Nonlinear and time-varying effects are modelled through penalized splines, and spatial components are treated as correlated random effects following either a Markov random field or a stationary Gaussian random field. All model components, including smoothing parameters, are specified within a unified framework and are estimated simultaneously based on mixed model methodology. The estimation procedure for such general mixed hazard regression models is derived using penalized likelihood for regression coefficients and (approximate) marginal likelihood for smoothing parameters. Performance of the proposed method is studied through simulation and an application to leukemia survival data in Northwest England.
Subjects: 
extended Cox model
structured hazard regression
mixed models
marginal likelihood
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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