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Biostatistics Advance Access originally published online on April 14, 2005
Biostatistics 2005 6(3):486-499; doi:10.1093/biostatistics/kxi024
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© The Author 2005. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oupjournals.org.

Tree-augmented Cox proportional hazards models

Xiaogang Su*

Department of Statistics and Actuarial Science, University of Central Florida, Orlando, FL 32816, USA xsu{at}pegasus.cc.ucf.edu

Chih-Ling Tsai

Graduate School of Management, University of California, Davis, Davis, CA 95616, USA, and Guanghua School of Management, Peking University, Beijing, P.R. China

* To whom correspondence should be addressed.

We study a hybrid model that combines Cox proportional hazards regression with tree-structured modeling. The main idea is to use step functions, provided by a tree structure, to ‘augment’ Cox (1972) proportional hazards models. The proposed model not only provides a natural assessment of the adequacy of the Cox proportional hazards model but also improves its model fitting without loss of interpretability. Both simulations and an empirical example are provided to illustrate the use of the proposed method.

Keywords: BIC; Censored survival times; Cox proportional hazards models; Survival trees


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