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A Monte Carlo approach for change‐point detection in the Cox proportional hazards model
Author(s) -
Liu Mengling,
Lu Wenbin,
Shao Yongzhao
Publication year - 2008
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.3214
Subject(s) - monte carlo method , censoring (clinical trials) , proportional hazards model , statistics , covariate , asymptotic distribution , null hypothesis , mathematics , statistical hypothesis testing , computer science , sample size determination , disjoint sets , time point , econometrics , philosophy , combinatorics , estimator , aesthetics
Abstract Detecting a time lag of treatment effect or identifying change points in a hazard function is of great interest and importance in survival analysis. The testing procedures hereto are primarily based on analytical approximations for the asymptotic null distribution of either the likelihood ratio test or the score test. In the presence of random censoring and/or covariates, however, the justification for the limiting distribution often requires some technical assumptions and conditions that are difficult to verify in practice. Moreover, a satisfactory asymptotic theory for testing the existence of multiple change points in hazard function has not emerged. In this paper, we consider maximal score tests for detecting change point(s) in the Cox proportional hazards model with censored data. We propose to use a simple Monte Carlo approach for assessing the statistical significance of tests. The proposed approach is applicable for testing a single change point in the Cox model with covariates and sample stratifications over various types of candidate regions, including discrete time‐point sets or disjoint intervals. We also show that the proposed test statistics and the Monte Carlo procedure are well applicable under situations with multiple change points. Simulation studies and an analysis of a real data from a randomized cancer trial are conducted to demonstrate the finite‐sample performance of the proposed approach. Copyright © 2008 John Wiley & Sons, Ltd.