The change-plane Cox model

Susan Wei and Michael R Kosorok

Biometrika, 2018, vol. 105, issue 4, 891-903

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.

Keywords: Latent supervised learning; Projection pursuit; Random projection; Sieve estimation; Sliced inverse regression; Subgroup discovery (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (3)

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