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The Change-Plane Cox Model.

ABSTRACT: We propose a projection pursuit technique in survival analysis for finding lower-dimensional projections that exhibit differentiated survival outcome. This idea is formally introduced as the change-plane Cox model, a non-regular Cox model with a change-plane in the covariate space dividing 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.

SUBMITTER: Wei S

PROVIDER: S-EPMC6289527 | biostudies-literature | 2018 Dec

REPOSITORIES: biostudies-literature

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The Change-Plane Cox Model.

Wei Susan S Kosorok Michael R MR

Biometrika 20181017 4

We propose a projection pursuit technique in survival analysis for finding lower-dimensional projections that exhibit differentiated survival outcome. This idea is formally introduced as the change-plane Cox model, a non-regular Cox model with a change-plane in the covariate space dividing 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 likel ...[more]

PMID: 30555175

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