A Flexible Approach to Time-varying Coefficients in the Cox Regression Setting Article

DOI :
10.1023/A:1009612117342

Cite this article as: Sargent, D.J. Lifetime Data Anal (1997) 3: 13. doi:10.1023/A:1009612117342 Abstract Research on methods for studying time-to-event data (survival analysis) has been extensive in recent years. The basic model in use today represents the hazard function for an individual through a proportional hazards model (Cox, 1972). Typically, it is assumed that a covariate's effect on the hazard function is constant throughout the course of the study. In this paper we propose a method to allow for possible deviations from the standard Cox model, by allowing the effect of a covariate to vary over time. This method is based on a dynamic linear model. We present our method in terms of a Bayesian hierarchical model. We fit the model to the data using Markov chain Monte Carlo methods. Finally, we illustrate the approach with several examples.

Hierarchical models Markov chain Monte Carlo Dynamic linear model Smoothing Survival analysis

This revised version was published online in July 2006 with corrections to the Cover Date.

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MATH MathSciNet © Kluwer Academic Publishers 1997

Authors and Affiliations 1. Cancer Center Statistics, Plummer 4 Mayo Clinic Rochester