A novel approach to estimate the Cox model with temporal covariates and application to medical cost data

摘要

We propose a novel approach to estimate the Cox model with temporal covariates. Our new approach treats the temporal covariates as arising from a longitudinal process which is modeled jointly with the event time. Different from the literature, the longitudinal process in our model is specified as a bounded variational process and determined by a family of Initial Value Problems associated with an Ordinary Differential Equation. Our specification has the advantage that only the observation of the temporal covariates at the event-time and the event-time itself are needed to fit the model, while it is fine but not necessary to have more longitudinal observations. This fact makes our approach very useful for many medical outcome datasets, such as the SPARCS and NIS, where it is important to find the hazard rate of being discharged given the accumulative cost but only the total cost at the discharge time is available due to the protection of private information. Our estimation procedure is based on maximizing the full information likelihood function. The resulting estimators are shown to be consistent and asymptotically normally distributed. Simulations and a real example illustrate the utility of the proposed model. Finally, a couple of extensions are discussed.