6533b824fe1ef96bd127ffdd

RESEARCH PRODUCT

A flexible approach to the crossing hazards problem

Vito M. R. MuggeoMiriam Tagliavia

subject

MaleStatistics and ProbabilityMathematical optimizationBiometryEpidemiologyContext (language use)Time-varying effectSimple (abstract algebra)P-splineHumansCrossing pointProportional Hazards ModelsMathematicsStatistical hypothesis testingLikelihood FunctionsSmoothnessBasis (linear algebra)Work (physics)Survival AnalysisCrossing hazardPower (physics)FemaleRestricted estimationSettore SECS-S/01 - StatisticaAlgorithmsSign (mathematics)

description

We propose a simple and flexible framework for the crossing hazards problem. The method is not confined to two-sample problems, but may also work with continuous exposure variables whose effect changes its sign at some time-point of the observed follow-up time. Penalized partial likelihood estimation relies upon the assumption of a smooth hazard ratio via low-rank basis splines with a conventional difference penalty to ensure smoothness, and additional ad hoc penalties to obtain restricted estimates useful in the context of crossing hazards. The framework naturally also leads to a statistical test that has good power for revealing a global effect under several alternatives, including crossing hazards. We provide the results from a real-data analysis and from some simulations to illustrate empirically the performance of the proposed approach as compared with the possible alternatives.

10.1002/sim.3959http://hdl.handle.net/10447/50893