Statistical Modelling 18 (3-4) (2018), 299–321
A generalized additive model approach to time-to-event analysis
Andreas Bender
Department of Statistics,
Ludwig-Maximilians-Universität,
München,
Germany
Andreas Groll
Chairs of Statistics and Econometrics,
Georg-August-Universität Göttingen,
Germany
e-mail: agroll@uni-goettingen.de
Fabian Scheipl
Department of Statistics,
Ludwig-Maximilians-Universität,
München,
Germany
Abstract:
This tutorial article demonstrates how time-to-event data can be modelled in a very flexible way by taking advantage of advanced inference methods that have recently been developed for generalized additive mixed models. In particular, we describe the necessary pre-processing steps for transforming such data into a suitable format and show how a variety of effects, including a smooth nonlinear baseline hazard, and potentially nonlinear and nonlinearly time-varying effects, can be estimated and interpreted. We also present useful graphical tools for model evaluation and interpretation of the estimated effects. Throughout, we demonstrate this approach using various application examples. The article is accompanied by a new R-package called pammtools implementing all of the tools described here.
Keywords:
Cox model; Time-varying coefficients; piece-wise exponential model; penalization; survival analysis; splines.
Downloads:
Example data and code in
zipped archive.
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