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Biostatistics Advance Access published online on April 14, 2005
Biostatistics, 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.
Received April 27, 2004
Revised February 24, 2005
Accepted March 1, 2005

Article

Tree-Augmented Cox Proportional Hazards Models

Xiaogang Su 1* and Chih-Ling Tsai 2

1 Department of Statistics and Actuarial Science, University of Central Florida, Orlando, FL 32816
2 Graduate School of Management, University of California, Davis, Davis, CA 95616

* To whom correspondence should be addressed.
Xiaogang Su, E-mail: xsu{at}pegasus.cc.ucf.edu


  Abstract

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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