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The change-plane Cox model

Author

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  • Susan Wei
  • Michael R Kosorok

Abstract

SummaryWe 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.

Suggested Citation

  • Susan Wei & Michael R Kosorok, 2018. "The change-plane Cox model," Biometrika, Biometrika Trust, vol. 105(4), pages 891-903.
    • Handle: RePEc:oup:biomet:v:105:y:2018:i:4:p:891-903.
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    File URL: http://hdl.handle.net/10.1093/biomet/asy050
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    Cited by:

    1. Peng Jin & Wenbin Lu & Yu Chen & Mengling Liu, 2023. "Change‐plane analysis for subgroup detection with a continuous treatment," Biometrics, The International Biometric Society, vol. 79(3), pages 1920-1933, September.
    2. Dana Johnson & Wenbin Lu & Marie Davidian, 2023. "A general framework for subgroup detection via one‐step value difference estimation," Biometrics, The International Biometric Society, vol. 79(3), pages 2116-2126, September.

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