A measure for assessing functions of time-varying effects in survival analysis

TY - JOUR

T1 - A measure for assessing functions of time-varying effects in survival analysis

AU - Buchholz, Anika

AU - Sauerbrei, Willi

AU - Royston, Patrick

PY - 2014/12

Y1 - 2014/12

N2 - A standard approach for analyses of survival data is the Cox proportional hazards model. It assumes that covariate effects are constant over time, i.e. that the hazards are proportional. With longer follow-up times, though, the effect of a variable often gets weaker and the proportional hazards (PH) assumption is violated. In the last years, several approaches have been proposed to detect and model such time-varying effects. However, comparison and evaluation of the various approaches is difficult. A suitable measure is needed that quantifies the difference between time-varying effects and enables judgement about which method is best, i.e. which estimate is closest to the true effect. In this paper we adapt a measure proposed for the area between smoothed curves of exposure to time-varying effects. This measure is based on the weighted area between curves of time-varying effects relative to the area under a reference function that represents the true effect. We introduce several weighting schemes and demonstrate the application and performance of this new measure in a real-life data set and a simulation study.

AB - A standard approach for analyses of survival data is the Cox proportional hazards model. It assumes that covariate effects are constant over time, i.e. that the hazards are proportional. With longer follow-up times, though, the effect of a variable often gets weaker and the proportional hazards (PH) assumption is violated. In the last years, several approaches have been proposed to detect and model such time-varying effects. However, comparison and evaluation of the various approaches is difficult. A suitable measure is needed that quantifies the difference between time-varying effects and enables judgement about which method is best, i.e. which estimate is closest to the true effect. In this paper we adapt a measure proposed for the area between smoothed curves of exposure to time-varying effects. This measure is based on the weighted area between curves of time-varying effects relative to the area under a reference function that represents the true effect. We introduce several weighting schemes and demonstrate the application and performance of this new measure in a real-life data set and a simulation study.

UR - http://dx.doi.org/10.4236/ojs.2014.411092

M3 - SCORING: Journal article

VL - 4

SP - 977

EP - 998

JO - Open J Stat

JF - Open J Stat

SN - 2161-718X

IS - 11

ER -