Assessing dynamic covariate effects with survival data

Ying Cui and Limin Peng ()
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Ying Cui: Emory University
Limin Peng: Emory University

Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, 2022, vol. 28, issue 4, No 8, 675-699

Abstract: Abstract Dynamic (or varying) covariate effects often manifest meaningful physiological mechanisms underlying chronic diseases. However, a static view of covariate effects is typically adopted by standard approaches to evaluating disease prognostic factors, which can result in depreciation of some important disease markers. To address this issue, in this work, we take the perspective of globally concerned quantile regression, and propose a flexible testing framework suited to assess either constant or dynamic covariate effects. We study the powerful Kolmogorov–Smirnov (K–S) and Cramér–Von Mises (C–V) type test statistics and develop a simple resampling procedure to tackle their complicated limit distributions. We provide rigorous theoretical results, including the limit null distributions and consistency under a general class of alternative hypotheses of the proposed tests, as well as the justifications for the presented resampling procedure. Extensive simulation studies and a real data example demonstrate the utility of the new testing procedures and their advantages over existing approaches in assessing dynamic covariate effects.

Keywords: Hypothesis testing; Globally concerned quantile regression; Testing consistency; Resampling (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s10985-022-09571-7

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