Threshold Regression for Survival Analysis: Modeling Event Times by a Stochastic Process Reaching a Boundary
Lee, Mei-Ling Ting ; Whitmore, G. A.
Statist. Sci., Tome 21 (2006) no. 1, p. 501-513 / Harvested from Project Euclid
Many researchers have investigated first hitting times as models for survival data. First hitting times arise naturally in many types of stochastic processes, ranging from Wiener processes to Markov chains. In a survival context, the state of the underlying process represents the strength of an item or the health of an individual. The item fails or the individual experiences a clinical endpoint when the process reaches an adverse threshold state for the first time. The time scale can be calendar time or some other operational measure of degradation or disease progression. In many applications, the process is latent (i.e., unobservable). Threshold regression refers to first-hitting-time models with regression structures that accommodate covariate data. The parameters of the process, threshold state and time scale may depend on the covariates. This paper reviews aspects of this topic and discusses fruitful avenues for future research.
Publié le : 2006-11-14
Classification:  Accelerated testing,  calendar time,  competing risk,  cure rate,  duration,  environmental studies,  first hitting time,  gamma process,  lifetime,  latent variable models,  maximum likelihood,  operational time,  occupational exposure,  Ornstein–Uhlenbeck process,  Poisson process,  running time,  stochastic process,  stopping time,  survival analysis,  threshold regression,  time-to-event,  Wiener diffusion process
@article{1177334526,
     author = {Lee, Mei-Ling Ting and Whitmore, G. A.},
     title = {Threshold Regression for Survival Analysis: Modeling Event Times by a Stochastic Process Reaching a Boundary},
     journal = {Statist. Sci.},
     volume = {21},
     number = {1},
     year = {2006},
     pages = { 501-513},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177334526}
}
Lee, Mei-Ling Ting; Whitmore, G. A. Threshold Regression for Survival Analysis: Modeling Event Times by a Stochastic Process Reaching a Boundary. Statist. Sci., Tome 21 (2006) no. 1, pp.  501-513. http://gdmltest.u-ga.fr/item/1177334526/