Flexible hazard ratio curves for continuous predictors in multi-state models: an application to breast cancer data

Cadarso-Suarez, Meira-Machado, Kneib and Gude have a long-awaited paper (it was accepted in October 2008) newly published in Statistical Modelling. This proposes the use of P-splines to allow smooth transition intensities and smooth functionals of covariates in a Cox-Markov or Cox-semi-Markov multi-state model.

The principal difficulty in fitting these models lies in obtaining appropriate values for the penalization parameters. However, since for right-censored data, both the Cox-Markov and Cox-semi-Markov models allow factorization of the likelihood into parts relating to the constituent transition intensities, methods from univariate survival analysis can be used. The R packages survival and BayesX are both used in the analysis.