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- Title
The change-plane Cox model.
- Authors
Wei, Susan; Kosorok, Michael R
- Abstract
We propose a projection pursuit technique in survival analysis for finding lower-dimensional projections that exhibit differentiated survival outcomes. This idea is formally introduced as the change-plane Cox model, a nonregular Cox model with a change-plane in the covariate space that divides 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.
- Subjects
PROPORTIONAL hazards models; REGRESSION analysis; ESTIMATION theory; PROBABILITY theory; MATHEMATICAL analysis
- Publication
Biometrika, 2018, Vol 105, Issue 4, p891
- ISSN
0006-3444
- Publication type
Article
- DOI
10.1093/biomet/asy050