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For many diseases it is reasonable to assume that the hazard rate is notconstant across time, but also that it changes in different time intervals. Tocapture this, we work here with a piecewise survival model. One of the majorproblems in such piecewise models is to determine the time points of change ofthe hazard rate. From the practical point of view this can provide veryimportant information as it may reflect changes in the progress of a disease.We present piecewise Weibull regression models with covariates. The time pointswhere change occurs are assumed unknown and need to be estimated. The equalityof hazard rates across the distinct phases is also examined to verify the exactnumber of phases. An example based on herpes zoster data has been used todemonstrate the usefulness of the developed methodology.

Piecewise survival models: a change-point analysis on herpes zoster associated pain data revisited and extended