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Time-to-Event PK/PD · Tutorial 344 of 598

Proportional Hazards and Accelerated Failure Time Models in PK/PD Models

Learn to distinguish exposure effects on instantaneous event hazard from effects that stretch or shorten event times, and interpret both through parameterized models and survival curves.

Advanced 10 min read

What You'll Learn

  • Interpret an exposure contrast as a hazard ratio under a proportional-hazards model.
  • Interpret an accelerated-failure-time coefficient as a multiplicative time ratio.
  • Derive how each model transforms a baseline survival curve.
  • Compare predicted survival and event-time quantiles under the two models.
  • Identify assumptions, diagnostic signals, and limitations of each approach.

Two Ways to Express an Exposure Effect

For a time-to-event endpoint, an exposure effect can be described in terms of the event’s instantaneous hazard or in terms of how long event times tend to be. These are different questions. A hazard ratio compares instantaneous event rates among individuals who have remained event-free up to a given time. An accelerated failure time model instead asks whether exposure stretches or contracts the event-time scale.

The distinction matters in PK/PD work because a statement such as “higher exposure delays the event” is not itself a model. A proportional-hazards model quantifies the exposure contrast as a hazard ratio. An accelerated failure time (AFT) model quantifies it as a time ratio. Neither number can generally be substituted for the other.

Definition: In a proportional-hazards (PH) model, the hazard for an individual with exposure \(z\) is \(h(t\mid z)=h_0(t)\exp(\beta z)\), where \(h_0(t)\) is the baseline hazard and \(\beta\) is the exposure coefficient. For an exposure increase \(\Delta z\), the hazard ratio is \(\exp(\beta\Delta z)\), assumed constant over time.

The hazard is an instantaneous event rate among individuals who have not yet experienced the event; it is not the probability of an event over a specified interval. Thus, a hazard ratio of 0.60 means the instantaneous hazard is 40% lower for one exposure level than the comparison level, at each time under the PH assumption. It does not mean the probability of an event is 40% lower.

An AFT model makes a different assumption: exposure multiplies event times by a common factor. One common parameterization is a linear model for log event time, \(\log T=\mu+\gamma z+\sigma\epsilon\), where \(T\) is the event time, \(\epsilon\) has a specified distribution, and \(\sigma\) is a scale parameter. For a contrast \(\Delta z\), the time ratio is \(a=\exp(\gamma\Delta z)\). This formulation requires an appropriate distributional assumption for the log-time residuals.

Definition: In an AFT model, a time ratio \(a\) means that event times at the higher exposure are distributed as \(a\) times the corresponding event times at the comparison exposure. If \(a>1\), event times are lengthened; if \(a<1\), they are shortened. Under the model, the same factor applies to every event-time quantile.

How Each Model Transforms Survival

Let \(S_0(t)\) denote the survival function at the comparison exposure, and let \(H_0(t)=-\log S_0(t)\) denote its cumulative hazard. Under PH, the exposure contrast multiplies the cumulative hazard by the hazard ratio. Under AFT, it rescales the time argument of the baseline survival curve.

$$ \begin{aligned} \text{PH:}\quad &H(t\mid z+\Delta z)=\exp(\beta\Delta z)H(t\mid z),\\ &S(t\mid z+\Delta z)=S(t\mid z)^{\exp(\beta\Delta z)};\\[4pt] \text{AFT:}\quad &S(t\mid z+\Delta z)=S(t/a\mid z),\qquad a=\exp(\gamma\Delta z). \end{aligned} $$

The PH survival transformation follows from \(S(t)=\exp[-H(t)]\). Multiplying the cumulative hazard by the hazard ratio \(r\) gives \(S_{\text{high}}(t)=\exp[-rH_{\text{low}}(t)]=S_{\text{low}}(t)^r\). For AFT, if the higher-exposure event time is distributed as \(aT_{\text{low}}\), then \(P(aT_{\text{low}}>t)=P(T_{\text{low}}>t/a)\), which gives the time-rescaled survival curve.

The AFT model also implies a hazard transformation. Differentiating the transformed survival curve gives \(h_{\text{high}}(t)=h_{\text{low}}(t/a)/a\). Therefore its hazard ratio is

$$ \frac{h_{\text{high}}(t)}{h_{\text{low}}(t)} =\frac{1}{a}\frac{h_{\text{low}}(t/a)}{h_{\text{low}}(t)}. $$

This ratio can vary with time because the baseline hazard is evaluated at two different times. An AFT model therefore does not generally imply proportional hazards. The models can sometimes produce equivalent predictions for particular baseline survival shapes, but this is not a general property.

Worked Example: Interpreting a Hazard Ratio

Suppose a hypothetical PH model estimates \(\beta=-0.20\) per mg/L of exposure. Compare two exposure levels that differ by 3 mg/L. Assume the PH model is appropriate over the follow-up period and that censoring is independent of event time conditional on the modeled exposure and other included covariates.

The hazard ratio for the 3 mg/L increase is

$$ r=\exp(\beta\Delta z)=\exp[(-0.20)(3)]=\exp(-0.60)=0.5488. $$

Thus, at any given follow-up time, among individuals still event-free, the modeled instantaneous hazard at the higher exposure is 0.5488 times the hazard at the lower exposure, or about 45.1% lower. This is a conditional comparison; it does not by itself establish that increasing exposure causes a reduction in event risk.

For a numerical survival-curve illustration, suppose the lower-exposure cumulative hazard at 10 days is 0.70. The PH model gives a higher-exposure cumulative hazard of \(0.5488(0.70)=0.3842\), and hence survival of

$$ S_{\text{high}}(10)=\exp(-0.3842)=0.6810. $$

The corresponding lower-exposure survival is \(\exp(-0.70)=0.4966\). The modeled survival probabilities differ by about 0.1844 at 10 days, even though the hazard ratio is 0.5488. The absolute survival difference depends on the baseline curve and time; it is not equal to the hazard ratio.

Worked Example: Interpreting an AFT Time Ratio

Suppose a hypothetical AFT model estimates \(\gamma=0.20\) per exposure unit. Compare exposure levels separated by 2 units. Assume the selected log-time error distribution is adequate, the exposure contrast acts as a common time multiplier, and censoring is independent of event time conditional on the model covariates.

The time ratio is

$$ a=\exp(\gamma\Delta z)=\exp[(0.20)(2)]=\exp(0.40)=1.492. $$

Under this model, event times at the higher exposure are multiplied by 1.492. If the comparison-group median event time is 9.0 days, the higher-exposure median is \(1.492(9.0)=13.43\) days. The model predicts a 49.2% longer median event time, not a 49.2% lower event probability.

The same transformation applies to other quantiles. If the comparison-group 25th percentile is 4.0 days, the corresponding higher-exposure percentile is \(1.492(4.0)=5.968\) days. That common multiplier across quantiles is a substantive AFT assumption; it should not be inferred merely from a longer fitted median.

Comparing Curves and Model Implications

A parameter comparison is most informative when the implied survival curves are also examined. Consider a hypothetical baseline cumulative hazard, with time measured in days, defined as \(H_0(t)=0.05t+0.0025t^2\). This increasing hazard shape is used only to illustrate the transformations. Compare a PH model with hazard ratio 0.50 and an AFT model with time ratio 1.50.

Worked Example: Comparing PH and AFT Survival Curves

At 10 days, the baseline cumulative hazard is \(H_0(10)=0.05(10)+0.0025(10^2)=0.75\). Under PH, the higher-exposure cumulative hazard is \(0.50(0.75)=0.375\), giving

$$ S_{\text{PH}}(10)=\exp(-0.375)=0.6873. $$

Under AFT, the survival curve is evaluated at \(10/1.50=6.667\) days. The baseline cumulative hazard at that time is \(H_0(6.667)=0.05(6.667)+0.0025(6.667^2)=0.4444\), so

$$ S_{\text{AFT}}(10)=\exp(-0.4444)=0.6412. $$

At 10 days, the two models therefore predict different survival probabilities: 0.6873 under PH and 0.6412 under AFT. This difference reflects distinct transformations of the same baseline curve, not an arithmetic inconsistency.

The contrast is also visible in their hazard implications. The baseline hazard is \(h_0(t)=0.05+0.005t\) per day. At 10 days it is 0.1000 per day. Under PH the higher-exposure hazard is \(0.50(0.1000)=0.0500\) per day. Under AFT it is \(h_0(10/1.50)/1.50=[0.05+0.005(6.667)]/1.50=0.05556\) per day. At 20 days, the AFT hazard ratio is \([h_0(13.333)/1.50]/h_0(20)=[0.1167/1.50]/0.1500=0.5185\), whereas the PH hazard ratio remains 0.50. The AFT-implied ratio changes over time for this baseline shape.

The medians differ as well. The baseline median solves \(H_0(t)=\log 2\), giving \(0.0025t^2+0.05t-0.6931=0\), whose positive solution is approximately 9.423 days. Under PH, the median solves \(0.50H_0(t)=\log 2\), giving \(t\approx15.58\) days. Under AFT, it is \(1.50(9.423)=14.13\) days. The resulting median ratios are about 1.654 for PH and 1.500 for AFT. Thus a PH hazard ratio of 0.50 is not generally equivalent to an AFT time ratio of 2.

Assumptions, Diagnostics, and Choice of Scale

Both models require a clearly defined event, time origin, exposure contrast, and covariate set. For ordinary right-censored data, the event-time model also relies on censoring being independent of the event time conditional on the modeled information. If loss to follow-up is related to unobserved event risk after conditioning, standard interpretations may be biased. Exposure coefficients are conditional model associations; a causal interpretation requires additional design and confounding assumptions.

The central PH assumption is that the hazard ratio for a given exposure contrast is constant over follow-up. Diagnostics include assessing whether estimated exposure effects vary systematically with time and checking survival-pattern displays for departures from the PH structure. A visibly changing hazard contrast, or residual patterns that indicate a time trend, calls the constant-ratio interpretation into question. A single average hazard ratio may conceal such variation.

An AFT model requires both a suitable log-time distribution and a common multiplicative time effect. Assess whether the selected distribution reproduces observed survival patterns and whether predicted time quantiles are calibrated across clinically relevant parts of follow-up. If the exposure shifts early and late quantiles by materially different factors, a single AFT time ratio is inadequate. Sparse late follow-up, heavy censoring, and limited overlap in exposure can make these checks weak.

The main alternative is therefore not “hazard ratio versus time ratio” as competing numerical summaries of one fixed effect. It is a choice of model structure and scientific scale. PH is useful when a constant relative instantaneous hazard is meaningful and a flexible baseline hazard is desirable. AFT is useful when multiplicative changes in event time are scientifically interpretable and a credible event-time distribution can be specified. Compare fitted survival curves and relevant quantiles, not only coefficient magnitudes or model fit statistics.

Common pitfall: A hazard ratio of 0.50 does not mean that event times double, and a time ratio of 1.50 does not mean that the hazard is reduced by one-third. These interpretations require different model assumptions. Report the model scale, exposure contrast, and time or hazard units, then examine the predicted survival curves.

Check Your Understanding

Answer each question, then compare with the solutions below.

  1. A PH coefficient is \(-0.10\) per exposure unit. What is the hazard ratio for a 4-unit increase, and how should it be interpreted?
  2. An AFT time ratio is 0.80. If the comparison-group median event time is 25 days, what median does the model predict at the higher exposure?
  3. Under an AFT model, write the higher-exposure survival function for time ratio \(a=1.25\) in terms of the comparison-group survival function.
  4. Why does an AFT model not generally imply a constant hazard ratio?

Solutions. 1. \(r=\exp[(-0.10)(4)]=\exp(-0.40)=0.6703\). Under PH, the modeled instantaneous hazard is about 0.6703 times as large, or 33.0% lower, at every time among those still event-free. 2. The predicted median is \(0.80(25)=20.0\) days, so the modeled event time is shortened by 20%. 3. \(S_{\text{high}}(t)=S_{\text{low}}(t/1.25)\); the higher-exposure curve is stretched along the time axis. 4. The AFT hazard ratio is \(h_{\text{low}}(t/a)/[a\,h_{\text{low}}(t)]\), which generally varies with \(t\) because the baseline hazard at \(t/a\) need not maintain a fixed ratio to its value at \(t\).

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