Confidence interval estimation for the changepoint of treatment stratification in the presence of a qualitative covariate-treatment interaction

Bernhard Haller*, Ulrich Mansmann, Dennis Dobler, Kurt Ulm, Alexander Hapfelmeier

*Corresponding author for this work

Research output: Contribution to JournalArticleAcademicpeer-review


The goal in stratified medicine is to administer the “best” treatment to a patient. Not all patients might benefit from the same treatment; the choice of best treatment can depend on certain patient characteristics. In this article, it is assumed that a time-to-event outcome is considered as a patient-relevant outcome and a qualitative interaction between a continuous covariate and treatment exists, ie, that patients with different values of one specific covariate should be treated differently. We suggest and investigate different methods for confidence interval estimation for the covariate value, where the treatment recommendation should be changed based on data collected in a randomized clinical trial. An adaptation of Fieller's theorem, the delta method, and different bootstrap approaches (normal, percentile-based, wild bootstrap) are investigated and compared in a simulation study. Extensions to multivariable problems are presented and evaluated. We observed appropriate confidence interval coverage following Fieller's theorem irrespective of sample size but at the cost of very wide or even infinite confidence intervals. The delta method and the wild bootstrap approach provided the smallest intervals but inadequate coverage for small to moderate event numbers, also depending on the location of the true changepoint. For the percentile-based bootstrap, wide intervals were observed, and it was slightly conservative regarding coverage, whereas the normal bootstrap did not provide acceptable results for many scenarios. The described methods were also applied to data from a randomized clinical trial comparing two treatments for patients with symptomatic, severe carotid artery stenosis, considering patient's age as predictive marker.

Original languageEnglish
Pages (from-to)70-96
Number of pages27
JournalStatistics in Medicine
Issue number1
Early online date7 Nov 2019
Publication statusPublished - 15 Jan 2020


  • changepoint
  • confidence intervals
  • covariate-treatment interaction
  • Cox regression
  • stratified medicine


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