Ornstein-Uhlenbeck threshold regression for time-to-event data with and without a cure fraction.
Ornstein-Uhlenbeck threshold regression for time-to-event data with and without a cure fraction.
复制标题
具有和不具有治愈分数的事件时间数据的 Ornstein-Uhlenbeck 阈值回归。
DOI:
10.1007/s10985-014-9306-8
复制
发表时间:
2015
影响因子:
1.3
通讯作者:
Pennell,MichaelL
中科院分区:
文献类型:
--
作者:
Erich,Roger;Pennell,MichaelL
In this paper we propose a threshold regression (TR) model for time to event data related to subject health using a latent Ornstein–Uhlenbeck (OU) process that fails once it hits a boundary value for the first time. Baseline covariates are incorporated into the analysis using a log-link function for the initial state of the health process. The model provides clinically meaningful covariate effects and does not require the proportional hazards assumption of the commonly used Cox model. Unlike TR models based on the Wiener process, the OU model allows increments in the health process to depend on previous values and drifts toward a state of equilibrium or homeostasis, which are present in many biological applications. We also extend our model to incorporate a cure rate for applications with improper survival functions, such as time to tumor recurrence in a cancer clinical trial. Our models are applied to overall and relapse-free survival data of melanoma patients undergoing definitive surgery.