We propose a projection pursuit technique in survival analysis for finding lower-dimensional projections that exhibit differentiated survival outcome. This idea is formally introduced as the change-plane Cox model, a non-regular Cox model with a change-plane in the covariate space dividing the population into two subgroups whose hazards are proportional. The proposed technique offers a potential framework for principled subgroup discovery. Estimation of the change-plane is accomplished via likelihood maximization over a data-driven sieve constructed using sliced inverse regression. Consistency of the sieve procedure for the change-plane parameters is established. In simulations the sieve estimator demonstrates better classification performance for subgroup identification than alternatives.

中文翻译：

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变平面 Cox 模型

我们在生存分析中提出了一种投影追踪技术，用于寻找表现出差异化生存结果的低维投影。这个想法被正式引入为变化平面 Cox 模型，这是一个非正则 Cox 模型，在协变量空间中有一个变化平面，将总体划分为两个风险成比例的子组。所提出的技术为原则性子群发现提供了一个潜在的框架。变化平面的估计是通过使用切片逆回归构建的数据驱动筛上的似然最大化来完成的。建立了改变平面参数的筛分程序的一致性。在模拟中，筛估计器展示了比替代方法更好的子组识别分类性能。