A novel approach to determine two optimal cut-points of a continuous predictor with a U-shaped relationship to hazard ratio in survival data: simulation and application

Background In clinical and epidemiological researches, continuous predictors are often discretized into categorical variables for classification of patients. When the relationship between a continuous predictor and log relative hazards is U-shaped in survival data, there is a lack of a satisfying solution to find optimal cut-points to discretize the continuous predictor. In this study, we propose a novel approach named optimal equal-HR method to discretize a continuous variable that has a U-shaped relationship with log relative hazards in survival data.