Comparing first hitting time and proportional hazards regression models
AbstractCox's widely used semi-parametric proportional hazards (PH) regression model places restrictions on the possible shapes of the hazard function. Models based on the first hitting time (FHT) of a stochastic process are among the alternatives and have the attractive feature of being based on a model of the underlying process. We review and compare the PH model and an FHT model based on a Wiener process which leads to an inverse Gaussian (IG) regression model. This particular model can also represent a “cured fraction” or long-term survivors. A case study of survival after coronary artery bypass grafting is used to examine the interpretation of the IG model, especially in relation to covariates that affect both of its parameters.
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Bibliographic InfoArticle provided by Taylor and Francis Journals in its journal Journal of Applied Statistics.
Volume (Year): 38 (2011)
Issue (Month): 7 (June)
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Web page: http://taylorandfrancis.metapress.com/link.asp?target=journal&id=100411
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