Taiwanese Journal of Mathematics

A Survey of Threshold Regression for Time-to-event Analysis and Applications

Mei-Ling Ting Lee

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In analyzing time-to-event data, proportional hazards (PH) regression is an ubiquitous model used in many fields. PH regression, however, requires a strong assumption that is not always appropriate. Threshold regression (TR) is one of the alternative models. A first-hitting-time (FHT) survival model postulates a health status process for a patient that gradually declines until the patient dies when the health level first reaches a critical threshold. In this article, we review the development of threshold regression models and their applications.

Article information

Taiwanese J. Math., Volume 23, Number 2 (2019), 293-305.

Received: 7 May 2018
Accepted: 20 December 2018
First available in Project Euclid: 25 January 2019

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 92B15: General biostatistics [See also 62P10] 62P10: Applications to biology and medical sciences

boundary Brownian motion first hitting time inverse Gaussian distribution running time stochastic process survival analysis Wiener process


Lee, Mei-Ling Ting. A Survey of Threshold Regression for Time-to-event Analysis and Applications. Taiwanese J. Math. 23 (2019), no. 2, 293--305. doi:10.11650/tjm/190107. https://projecteuclid.org/euclid.twjm/1548406820

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