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Longitudinal Survival Analysis Using First Hitting Time Threshold Regression: With Applications to Wiener Processes

Author

Listed:
  • Ya-Shan Cheng

    (Institute of Statistics, National Tsing Hua University, Hsinchu 300044, Taiwan)

  • Yiming Chen

    (Food and Drug Administration, Silver Spring, MD 20993, USA)

  • Mei-Ling Ting Lee

    (Epidemiology and Biostatistics Department, University of Maryland, College Park, MD 20742, USA)

Abstract

First-hitting time threshold regression (TR) is well-known for analyzing event time data without the proportional hazards assumption. To date, most applications and software are developed for cross-sectional data. In this paper, using the Markov property of processes with stationary independent increments, we present methods and procedures for conducting longitudinal threshold regression (LTR) for event time data with or without covariates. We demonstrate the usage of LTR in two case scenarios, namely, analyzing laser reliability data without covariates, and cardiovascular health data with time-dependent covariates. Moreover, we provide a simple-to-use R function for LTR estimation for applications using Wiener processes.

Suggested Citation

  • Ya-Shan Cheng & Yiming Chen & Mei-Ling Ting Lee, 2025. "Longitudinal Survival Analysis Using First Hitting Time Threshold Regression: With Applications to Wiener Processes," Stats, MDPI, vol. 8(2), pages 1-16, April.
    • Handle: RePEc:gam:jstats:v:8:y:2025:i:2:p:32-:d:1644920
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