SURVIVAL MODELS IN THE CONTEXT OF MULTIPLICATIVE AND ADDITIVE HAZARDS

Abstract

In survival analysis, multiplicative and additive hazards models provide the two principal frameworks to study the association between the hazard and covariates. When these models are considered for analyzing a given survival dataset, it becomes relevant to evaluate the overall goodness-of-fit and how well each model can predict those subjects who subsequently will or will not experience the event. In this paper, this evaluation is based on a graphical representation of the Cox-Snell residuals and also on a time-dependent version of the area under the receiver operating characteristic (ROC) curve, denoted by AUC(t). A simulation study is carried out to evaluate the performance of the AUC(t) as a tool for comparing the predictive accuracy of survival models. A dataset from the Mayo Clinic trial in primary biliary cirrhosis  (PBC) of the liver is also considered to illustrate the usefulness of these tools to compare survival models formulated under distinct hazards frameworks.