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Performs threshold regression analysis for survival data with change-points. This method is designed to identify and model thresholds or change-points in survival processes where the hazard function changes at unknown time points.

Usage

thresholdregression(
  data,
  time,
  status,
  covariates,
  thresholdType = "single",
  estimationMethod = "mle",
  maxThresholds = 3,
  confidenceLevel = 0.95,
  bootstrapSamples = 500,
  performBootstrap = FALSE,
  selectionCriterion = "bic",
  plotHazard = TRUE,
  plotResiduals = FALSE,
  diagnosticTests = TRUE
)

Arguments

data

the data as a data frame

time

the time variable for survival analysis

status

the status variable (0 = censored, 1 = event)

covariates

covariates to include in the threshold regression model

thresholdType

the type of threshold model to fit

estimationMethod

the estimation method for threshold parameters

maxThresholds

maximum number of thresholds to consider for multiple threshold models

confidenceLevel

the confidence level for threshold estimates

bootstrapSamples

number of bootstrap samples for confidence intervals

performBootstrap

whether to perform bootstrap analysis for confidence intervals

selectionCriterion

criterion for selecting the optimal number of thresholds

plotHazard

whether to plot the estimated hazard function with thresholds

plotResiduals

whether to plot model residuals

diagnosticTests

whether to perform diagnostic tests for threshold significance

Value

A results object containing:

results$instructionsa html
results$thresholdEstimatesa table
results$modelCoefficientsa table
results$modelSelectiona table
results$diagnosticTestsa table
results$bootstrapResultsa table
results$hazardPlotan image
results$residualPlotan image
results$modelSummarya html

Tables can be converted to data frames with asDF or as.data.frame. For example:

results$thresholdEstimates$asDF

as.data.frame(results$thresholdEstimates)

Details

Key features:

  • Multiple change-point detection in survival data

  • Threshold regression with parametric and semi-parametric approaches

  • Covariate effects on threshold parameters

  • Model selection for optimal number of thresholds

  • Bootstrap confidence intervals for threshold estimates

  • Graphical visualization of hazard changes

Examples

# Threshold regression with single change-point
thresholdregression(
    data = data,
    time = "time",
    status = "status",
    covariates = c("age", "treatment"),
    thresholdType = "single",
    estimationMethod = "mle"
)