On Fri, 31 Jan 2003 11:26:50 -0800 (PST)
Robert Dodier <robert_dodier@yahoo.com> wrote:
> Hello,
>
> I am looking for information about parametric
> survival models with time dependent covariates.
> The only reference I can find specifically devoted
> to parametric survival (as opposed to Cox models)
> seems to imply that it is not easy to incorporate
> time dependent covariates into a parametric
> survival model. (See this message dated April 17,
> 2001, in the s-news archive:
> http://www.biostat.wustl.edu/mailinglists/s-news/200104/msg00154.html)
>
> So, I wonder where the difficulty lies. If I can
> better understand the problem, perhaps I will be able
> to formulate a workable approximation or some such.
> What is it about time dependent covariates that makes
> the extension of the Cox model straightforward, yet
> parametric survival models more difficult? Is there
> a "brute force" approach which will give the correct
> answer at the price of burdensome computations?
>
> References to the literature will be very helpful.
> Thank you for your consideration. I appreciate your
> help.
>
> Regards,
> Robert Dodier
>
Robert,
I have found that flexible proportional hazards parametric models such as
spline hazard models do make incorporation and especially understanding of
time-dependent covariates easier. The payoff is especially large when you want
to get confidence bands on survival curves with time-dep cov. You might look at
@ARTICLE{her95res,
author = {Herndon, James E. and Harrell, Frank E.},
year = 1995,
title = {The restricted cubic spline as baseline hazard in the proportional
hazards model with step function time-dependent covariables},
journal = Statistics in Medicine,
volume = 14,
pages = {2119-2129},
annote = {spline; restricted cubic spline; time-dependent covariables; PH
model}
}
as well as the hare package in S. I wish we had S functions for the PH spline
model with time-dep covariates. We had a SAS procedure for this which SAS
Institute rendered obsolete with a fundamental change in SAS.
--
Frank E Harrell Jr Prof. of Biostatistics & Statistics
Div. of Biostatistics & Epidem. Dept. of Health Evaluation Sciences
U. Virginia School of Medicine http://hesweb1.med.virginia.edu/biostat
|