mpr
Multi-parameter regression survival modeling: an alternative to proportional hazards. It is standard practice for covariates to enter a parametric model through a single distributional parameter of interest, for example, the scale parameter in many standard survival models. Indeed, the well-known proportional hazards model is of this kind. In this article, we discuss a more general approach whereby covariates enter the model through {it more than one} distributional parameter simultaneously (e.g., scale {it and} shape parameters). We refer to this practice as “multi-parameter regression” (MPR) modeling and explore its use in a survival analysis context. We find that multi-parameter regression leads to more flexible models which can offer greater insight into the underlying data generating process. To illustrate the concept, we consider the two-parameter Weibull model which leads to time-dependent hazard ratios, thus relaxing the typical proportional hazards assumption and motivating a new test of proportionality. A novel variable selection strategy is introduced for such multi-parameter regression models. It accounts for the correlation arising between the estimated regression coefficients in two or more linear predictors -- a feature which has not been considered by other authors in similar settings. The methods discussed have been implemented in the { t mpr} package in { t R}.
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References in zbMATH (referenced in 4 articles , 1 standard article )
Showing results 1 to 4 of 4.
Sorted by year (- Aeberhard, William H.; Cantoni, Eva; Marra, Giampiero; Radice, Rosalba: Robust fitting for generalized additive models for location, scale and shape (2021)
- MacKenzie, Gilbert; Blagojevic-Bucknall, Miliça; Al-tawarah, Yasin; Peng, Defen: The XGTDL family of survival distributions (2021)
- Moral, R. A.; Hinde, J.; Ortega, E. M. M.; Demétrio, C. G. B.; Godoy, W. A. C.: Location-scale mixed models and goodness-of-fit assessment applied to insect ecology (2020)
- Burke, K.; MacKenzie, G.: Multi-parameter regression survival modeling: an alternative to proportional hazards (2017)