Journal
STATISTICS IN MEDICINE
Volume 25, Issue 16, Pages 2831-2845Publisher
WILEY
DOI: 10.1002/sim.2360
Keywords
reduced rank; non proportional hazards; frailty models; time varying covariate effects
Ask authors/readers for more resources
the proportional hazards assumption might not hold. The natural extension of the Cox model is to introduce time-varying effects of the covariates. For some covariates such as (surgical)treatment nonproportionality could be expected beforehand. For some other covariates the non-proportionality only becomes apparent if the follow-up is long enough. It is often observed that all covariates show similar decaying effects over time. Such behaviour could be explained by the popular (gamma-) frailty model. However, the (marginal) effects of covariates in frailty models are not easy to interpret. In this paper we propose the reduced-rank model for time-varying effects of covariates. Starting point is a Cox model with p covariates and time-varying effects modelled by q time functions (constant included), leading to a p x q structure matrix that contains the regression coefficients for all covariate by time function interactions. By reducing the rank of this structure matrix a whole range of models is introduced, from the very flexible full-rank model (identical to a Cox model with time-varying effects) to the very rigid rank one model that mimics the structure of a gamma-frailty model, but is easier to interpret. We illustrate these models with an application to ovarian cancer patients. Copyright (c) 2005 John Wiley & Sons, Ltd.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available