The effects of predictors on time to failure may be difficult to assess in cancer studies with longer follow-up, as the commonly used assumption of proportionality of hazards holding over an extended period is often questionable. Motivated by a long-term prostate cancer clinical trial, we contrast and compare four powerful methods for estimation of the hazard rate. These four methods allow for varying degrees of smoothness as well as covariates with effects that vary over time. We pay particular attention to an extended multiresolution hazard estimator, which is a flexible, semi-parametric, Bayesian method for joint estimation of predictor effects and the hazard rate. We compare the results of the extended multiresolution hazard model to three other commonly used, comparable models: Aalen's additive model, Kooperberg's hazard regression model, and an extended Cox model. Through simulations and the analysis of a large-scale randomized prostate cancer clinical trial, we use the different methods to examine patterns of biochemical failure and to estimate the time-varying effects of androgen deprivation therapy treatment and other covariates.
Keywords: Biochemical failure; hazard rate; multiresolution hazard; non-proportional hazards; prostate cancer; survival analysis.