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

Journal Article (Journal Article)

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.

Full Text

Duke Authors

Cited Authors

  • Herndon, JE; Harrell, FE

Published Date

  • October 15, 1995

Published In

Volume / Issue

  • 14 / 19

Start / End Page

  • 2119 - 2129

PubMed ID

  • 8552891

International Standard Serial Number (ISSN)

  • 0277-6715

Digital Object Identifier (DOI)

  • 10.1002/sim.4780141906


  • eng

Conference Location

  • England