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Stochastic volatility often implies increasing risks that are difficult to capture given the dynamic nature of real-world applications. We propose using arc length, a mathematical concept, to quantify cumulative variations (the total…

Methodology · Statistics 2022-12-21 Yan Gao , Rodney A. Sparapani , Sanjib Basu

The penalized Cox proportional hazard model is a popular analytical approach for survival data with a large number of covariates. Such problems are especially challenging when covariates vary over follow-up time (i.e., the covariates are…

Methodology · Statistics 2021-06-10 Steve Cygu , Jonathan Dushoff , Benjamin M. Bolker

Survival time is the primary endpoint of many randomized controlled trials, and a treatment effect is typically quantified by the hazard ratio under the assumption of proportional hazards. Awareness is increasing that in many settings this…

Methodology · Statistics 2023-10-04 Robin Ristl , Heiko Götte , Armin Schüler , Martin Posch , Franz König

In clinical trials involving both mortality and morbidity, an active treatment can influence the observed risk of the first non-fatal event either directly, through its effect on the underlying non-fatal event process, or indirectly,…

Methodology · Statistics 2025-11-19 Jiren Sun , Thomas D. Cook

A class of estimating functions is introduced for the regression parameter of the Cox proportional hazards model to allow unknown failure statuses on some study subjects. The consistency and asymptotic normality of the resulting estimators…

Statistics Theory · Mathematics 2007-08-22 Irene Gijbels , Danyu Lin , Zhiliang Ying

Background: Often when undertaking meta-analyses of time-to-event (TTE) outcomes, especially in a Health Technology Assessment context, a hazard ratio (HR) scale is used. However, issues arise when there is evidence of non-proportional…

Methodology · Statistics 2026-05-21 Rhiannon K Owen , Keith R Abrams

The Cox proportional hazards (CPH) model has been widely applied in survival analysis to estimate relative risks across different subjects given multiple covariates. Traditional CPH models rely on a linear combination of covariates weighted…

Machine Learning · Computer Science 2025-04-28 Jiaxiang Cheng , Guoqiang Hu

Marginal structural models (MSMs) allow for causal analysis of longitudinal data. The MSMs were originally developed as discrete time models. Recently, continuous-time MSMs were presented as a conceptually appealing alternative for survival…

Methodology · Statistics 2019-02-14 Pål Christie Ryalen , Mats Julius Stensrud , Kjetil Røysland

Survival regression is widely used to model time-to-events data, to explore how covariates may influence the occurrence of events. Modern datasets often encompass a vast number of covariates across many subjects, with only a subset of the…

Methodology · Statistics 2024-09-18 Abhishek Mandal , Abhisek Chakraborty

We present a novel approach for the analysis of multivariate case-control georeferenced data using Bayesian inference in the context of disease mapping, where the spatial distribution of different types of cancers is analyzed. Extending…

While well-established methods for time-to-event data are available when the proportional hazards assumption holds, there is no consensus on the best inferential approach under non-proportional hazards (NPH). However, a wide range of…

Cox's proportional hazards model is one of the most popular statistical models to evaluate associations of exposure with a censored failure time outcome. When confounding factors are not fully observed, the exposure hazard ratio estimated…

Methodology · Statistics 2022-01-04 Linbo Wang , Eric Tchetgen Tchetgen , Torben Martinussen , Stijn Vansteelandt

For many diseases it is reasonable to assume that the hazard rate is not constant across time, but also that it changes in different time intervals. To capture this, we work here with a piecewise survival model. One of the major problems in…

Applications · Statistics 2021-12-08 Dimitra Eleftheriou , Dimitris Karlis

The classical approach to analyze time-to-event data, e.g. in clinical trials, is to fit Kaplan-Meier curves yielding the treatment effect as the hazard ratio between treatment groups. Afterwards commonly a log-rank test is performed in…

Methodology · Statistics 2020-09-16 Kathrin Möllenhoff , Achim Tresch

A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in…

Applications · Statistics 2014-05-06 Rafael Pimentel Maia , Per Madsen , Rodrigo Labouriau

This paper presents a functional linear Cox regression model with frailty to tackle unobserved heterogeneity in survival data with functional covariates. While traditional Cox models are common, they struggle to incorporate frailty effects…

Methodology · Statistics 2025-01-14 Deniz Inan , Ufuk Beyaztas , Carmen D. Tekwe , Xiwei Chen , Roger S. Zoh

An accurate model of a patient's individual survival distribution can help determine the appropriate treatment for terminal patients. Unfortunately, risk scores (e.g., from Cox Proportional Hazard models) do not provide survival…

Machine Learning · Computer Science 2020-07-08 Humza Haider , Bret Hoehn , Sarah Davis , Russell Greiner

We study the problem of inferring heterogeneous treatment effects from time-to-event data. While both the related problems of (i) estimating treatment effects for binary or continuous outcomes and (ii) predicting survival outcomes have been…

Machine Learning · Computer Science 2022-01-25 Alicia Curth , Changhee Lee , Mihaela van der Schaar

We present several illustrations from completed clinical trials on a statistical approach that allows us to gain useful insights regarding the time dependency of treatment effects. Our approach leans on a simple proposition: all…

Methodology · Statistics 2024-07-29 Sean M. Devlin , John O'Quigley

Accelerated failure time (AFT) models are used widely in medical research, though to a much lesser extent than proportional hazards models. In an AFT model, the effect of covariates act to accelerate or decelerate the time to event of…

Methodology · Statistics 2020-06-15 Michael J. Crowther , Patrick Royston , Mark Clements
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