Piecewise survival models: a change-point analysis on herpes zoster associated pain data revisited and extended

Abstract: For many diseases it is reasonable to assume that the hazard rate is not constant across time, but also that it changes in different time intervals. To capture this, we work here with a piecewise survival model. One of the major problems in such piecewise models is to determine the time points of change of the hazard rate. From the practical point of view this can provide very important information as it may reflect changes in the progress of a disease. We present piecewise Weibull regression models with covariates. The time points where change occurs are assumed unknown and need to be estimated. The equality of hazard rates across the distinct phases is also examined to verify the exact number of phases. An example based on herpes zoster data has been used to demonstrate the usefulness of the developed methodology.