Bayesian random threshold estimation in a Cox proportional hazards cure model

In this paper, we develop a Bayesian approach to estimate a Cox proportional hazards model that allows a threshold in the regression coefficient, when some fraction of subjects are not susceptible to the event of interest. A data augmentation scheme with latent binary cure indicators is adopted to simplify the Markov chain Monte Carlo implementation. Given the binary cure indicators, the Cox cure model reduces to a standard Cox model and a logistic regression model. Furthermore, the threshold detection problem reverts to a threshold problem in a regular Cox model. The baseline cumulative hazard for the Cox model is formulated non‐parametrically using counting processes with a gamma process prior. Simulation studies demonstrate that the method provides accurate point and interval estimates. Application to a data set of oropharynx cancer patients suggests a significant threshold in age at diagnosis such that the effect of gender on disease‐specific survival changes after the threshold. Copyright © 2013 John Wiley & Sons, Ltd.