Tree-based modeling of time-varying coefficients in discrete time-to-event models

Hazard models are popular tools for the modeling of discrete time-to-event data. In particular two approaches for modeling time dependent effects are in common use. The more traditional one assumes a linear predictor with effects of explanatory variables being constant over time. The more flexible a...

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Bibliographic Details
Published in:Lifetime data analysis 2020-07, Vol.26 (3), p.545-572
Main Authors: Puth, Marie-Therese, Tutz, Gerhard, Heim, Nils, Münster, Eva, Schmid, Matthias, Berger, Moritz
Format: Article
Language:English
Subjects:
Coefficients
Computer simulation
Economics
Finance
Health Sciences
Insurance
Management
Mathematical models
Mathematics and Statistics
Medicine
Modelling
Operations Research/Decision Theory
Quality Control
Reliability
Safety and Risk
Statistics
Statistics for Business
Statistics for Life Sciences
Time dependence
Variables
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Summary:Hazard models are popular tools for the modeling of discrete time-to-event data. In particular two approaches for modeling time dependent effects are in common use. The more traditional one assumes a linear predictor with effects of explanatory variables being constant over time. The more flexible approach uses the class of semiparametric models that allow the effects of the explanatory variables to vary smoothly over time. The approach considered here is in between these modeling strategies. It assumes that the effects of the explanatory variables are piecewise constant. It allows, in particular, to evaluate at which time points the effect strength changes and is able to approximate quite complex variations of the change of effects in a simple way. A tree-based method is proposed for modeling the piecewise constant time-varying coefficients, which is embedded into the framework of varying-coefficient models. One important feature of the approach is that it automatically selects the relevant explanatory variables and no separate variable selection procedure is needed. The properties of the method are investigated in several simulation studies and its usefulness is demonstrated by considering two real-world applications.
ISSN:1380-7870
1572-9249
DOI:10.1007/s10985-019-09489-7