Further Development of Flexible Parametric Models for Survival Analysis

Royston and Parmar (2002) developed a class of flexible parametric survival models that were programmed in Stata with the command stpm (Royston 2001). In this paper we introduce a new command, stpm2, that extends the methodology. New features of stpm2 include (i) improvement in the way timedependent covariates are modeled, with these effects far less likely to be over parameterized, (ii) the ability to incorporate expected mortality and thus fit relative survival models, (iii) a superior predict command that enables simple quantification of differences between any two covariate patterns through calculation of time-dependent hazard ratios, hazard differences and survival differences. The ideas are illustrated through a study of breast cancer survival and incidence of hip fracture in prostate cancer patients.