Mixtures of proportional hazards regression models

This paper presents a mixture model which combines features of the usual Cox proportional hazards model with those of a class of models, known as mixtures-of-experts. The resulting model is more flexible than the usual Cox model in the sense that the log hazard ratio is allowed to vary non-linearly as a function of the covariates. Thus it provides a flexible approach to both modelling survival data and model checking. The method is illustrated with simulated data, as well as with multiple myeloma data.