Penalized spline smoothing in multivariable survival models with varying coefficients

被引：50

作者：

Kauermann, G ^{[1
]}

机构：

[1] Univ Bielefeld, Dept Econ, D-33501 Bielefeld, Germany

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2005年 / 49卷 / 01期

关键词：

generalized linear mixed model; P-spline smoothing; survival model; varying coefficient model;

D O I：

10.1016/j.csda.2004.05.006

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Penalized spline (P-spline) smoothing is discussed for hazard regression of multivariable survival data. Non-proportional hazard functions are fitted in a numerically handy manner by employing Poisson regression which results from numerical integration of the cumulative hazard function. Multivariate smoothing parameters are selected by utilizing the connection between P-spline smoothing and generalized linear mixed models. A hybrid routine is suggested which combines the mixed model idea with a classical Akaike information criteria. The model is evaluated with simulations and applied to data on the success and failure of newly founded companies. (C) 2004 Elsevier B.V. All rights reserved.

引用

页码：169 / 186

页数：18

共 37 条

[1] Time-dependent hazard ratio: Modeling and hypothesis testing with application in lupus nephritis [J].

Abrahamowicz, M ;

MacKenzie, T ;

Esdaile, JM .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1996, 91 (436) :1432-1439

[2]

Barndorff-Nielsen O. E., 1989, Technical report, DOI [DOI 10.1007/978-1-4899-3424-6, 10.1007/978-1-4899-3424-6]

[3] Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm [J].

Booth, JG ;

Hobert, JP .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1999, 61 :265-285

[4]

Breslow N. E., 1972, J. R. Stat. Soc. Ser. B. Stat. Methodol., V34, P216, DOI [10.1111/j.2517-6161.1972.tb00900.x, DOI 10.1111/J.2517-6161.1972.TB00900.X]

[5]

BRESLOW NE, 1995, BIOMETRIKA, V82, P81

[6] APPROXIMATE INFERENCE IN GENERALIZED LINEAR MIXED MODELS [J].

BRESLOW, NE ;

CLAYTON, DG .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1993, 88 (421) :9-25

[7] SURVIVAL CHANCES OF NEWLY FOUNDED BUSINESS ORGANIZATIONS [J].

BRUDERL, J ;

PREISENDORFER, P ;

ZIEGLER, R .

AMERICAN SOCIOLOGICAL REVIEW, 1992, 57 (02) :227-242

[8] Mixed model-based hazard estimation [J].

Cai, T ;

Hyndman, RJ ;

Wand, MP .

JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2002, 11 (04) :784-798

[9] Local linear estimation for time-dependent coefficients in Cox's regression models [J].

Cai, ZW ;

Sun, YQ .

SCANDINAVIAN JOURNAL OF STATISTICS, 2003, 30 (01) :93-111

[10] Local roughness penalties for regression splines [J].

Cardot, H .

COMPUTATIONAL STATISTICS, 2002, 17 (01) :89-102

← 1 2 3 4 →