Shape restricted additive hazards models: Monotone, unimodal, and U‐shape hazard functions

Abstract

We consider estimation of the semiparametric additive hazards model with an unspecified baseline hazard function where the effect of a continuous covariate has a specific shape but otherwise unspecified. Such estimation is particularly useful for a unimodal hazard function, where the hazard is monotone increasing and monotone decreasing with an unknown mode. A popular approach of the proportional hazards model is limited in such setting due to the complicated structure of the partial likelihood. Our model defines a quadratic loss function, and its simple structure allows a global Hessian matrix that does not involve parameters. Thus, once the global Hessian matrix is computed, a standard quadratic programming method can be applicable by profiling all possible locations of the mode. However, the quadratic programming method may be inefficient to handle a large global Hessian matrix in the profiling algorithm due to a large dimensionality, where the dimension of the global Hessian matrix and number of hypothetical modes are the same order as the sample size. We propose the quadratic pool adjacent violators algorithm to reduce computational costs. The proposed algorithm is extended to the model with a time‐dependent covariate with monotone or U‐shape hazard function. In simulation studies, our proposed method improves computational speed compared to the quadratic programming method, with bias and mean square error reductions. We analyze data from a recent cardiovascular study.