Re: [NMusers] COX Proportional Hazard Model with Time Dependent Covariate

Liang - There are some examples of NONMEM code in the following link. I
have used this in the past as a good starting point for specifying
time-dependent hazard models.
 
        http://anesthesia.stanford.edu/pkpd/NONMEM%20Repository/

A note on nomenclature, I always felt a bit confused about these models
till I realized the level of ambiguity in the literature. The following
words are often used in an apparent mosaic fashion to describe different
analyses that are actually quite similar.
                Survival analysis
                Failure analysis
                Event modeling
Hazard regression
Cox proportional hazards model
Cox model
Proportional hazards model.
Weibull (...or insert your favorite function here...) proportional hazards
model
Parametric proportional hazards models
Semi-parametric proportional hazards models
Cox regression
Poisson regression, etc...

For more check out:
http://en.wikipedia.org/wiki/Proportional_hazards_models

Regards, Jeff
 



"Nick Holford" <n.holford_at_auckland.ac.nz>
Sent by: owner-nmusers_at_globomaxnm.com
03-Jul-2007 02:06
 
To
"Zhao, Liang" <ZhaoL_at_medimmune.com>
cc
nmusers_at_globomaxnm.com
Subject
Re: [NMusers] COX Proportional Hazard Model with Time Dependent Covariate






Liang,

As far as I understand it there is no way to use time varying covariates
and a semi-parametric hazard model in NONMEM. The only way I know how to
do this is with a fully parametric hazard. In general I prefer the fully
parametric approach because it tells you something about the time course
of the underlying hazard. The semi-parametric Cox approach completely
ignores the underlying hazard. A trade off for statistical convenience
versus loss of biological knowledge.

Nick

> "Zhao, Liang" wrote:
>
> Dear All,
>
> I have the following questions regarding with COX survial model with
Time Dependent Covariate that needs your experience and expertise
>
> (1) Even we can do it with S-Plus or SAS, it can not be handled by
NONMEM, am I right? If I am wrong, who has started the work?
> (2) How to make predictions with time-variant covariates based on COX
model using S-plus or SAS, if not NONMEM?
>
> The question is asked because certain epidemic diseases are
season-sensitive and none assumption on base hazard is advantageous over
parametric approaches. Thank you in advance!
>
> Liang Zhao

--
Nick Holford, Dept Pharmacology & Clinical Pharmacology
University of Auckland, 85 Park Rd, Private Bag 92019, Auckland, New
Zealand
email:n.holford_at_auckland.ac.nz tel:+64(9)373-7599x86730 fax:373-7556
http://www.health.auckland.ac.nz/pharmacology/staff/nholford/




Received on Tue Jul 03 2007 - 09:12:08 EDT