The restricted cubic spline as baseline hazard in the proportional hazards model with step function time-dependent covariables.

Herndon JE, Harrell FE
Stat Med. 1995 14 (19): 2119-29

PMID: 8552891 · DOI:10.1002/sim.4780141906

We incorporate a cubic spline function where the tails are linearly constrained, as the baseline hazard, into the proportional hazards model. We show estimation of covariable coefficients and survival probabilities with this model to be as efficient statistically as with the Cox proportional hazards model when covariables are fixed. Examples show that the inclusion of time-dependent covariables defined as step functions into the restricted cubic spline proportional hazards model reduces computation time by a factor of 213 over the Cox model. Advantages of the spline model also include flexibility of the hazard, smooth survival curves, and confidence limits for the survival and hazard estimates when there are time-dependent covariables present.

MeSH Terms (10)

Coronary Artery Bypass Coronary Disease Data Interpretation, Statistical Humans Likelihood Functions Myocardial Infarction Postoperative Complications Proportional Hazards Models Survival Analysis Time Factors

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