AbstractIn survival analysis, the estimation of patient-specific survivor functions that are conditional on a set of patient characteristics is of special interest. In general, knowledge of the conditional survival probabilities of a patient at all relevant time points allows better assessment of the patient’s risk than summary statistics, such as median survival time. Nevertheless, standard methods for analysing survival data seldom estimate the survivor function directly. Therefore, we propose the application of conditional transformation models (CTMs) for the estimation of the conditional distribution function of survival times given a set of patient characteristics. We used the inverse probability of censoring weighting approach to account for right-censored observations. Our proposed modelling approach allows the prediction of patient-specific survivor functions. In addition, CTMs constitute a flexible model class that is able to deal with proportional as well as non-proportional hazards. The well-known Cox model is included in the class of CTMs as a special case. We investigated the performance of CTMs in survival data analysis in a simulation that included proportional and non-proportional hazard settings and different scenarios of explanatory variables. Furthermore, we re-analysed the survival times of patients suffering from chronic myelogenous leukaemia and studied the impact of the proportional hazards assumption on previously published results.
Conditional transformation models
