The Annals of Statistics

A generalized additive regression model for survival times

Thomas H. Scheike

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We present a non-parametric survival model with two time-scales. The time-scales are equivalent up to a constant that varies over the subjects. Covariate effects are modelled linearly on each time scale by additive Aalen models. Estimators of the cumulative intensities on the two time-scales are suggested by solving approximate local maximum likelihood estimating equations. The local estimating equations necessitate only the choice of one bandwidth. The estimators are provided with large sample properties. The model is applied to data on patients with myocardial infarction, and used to describe the prognostic effect of covariates on the two time scales, time since myocardial infarction and age.

Article information

Ann. Statist., Volume 29, Number 5 (2001), 1344-1360.

First available in Project Euclid: 8 February 2002

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62N01: Censored data models
Secondary: 62N02: Estimation 62G20: Asymptotic properties

Additive Aalen model counting process disability model illness-death model generalized additive models multiple time-scales non-parametric estimation survival data varying-coefficient models


Scheike, Thomas H. A generalized additive regression model for survival times. Ann. Statist. 29 (2001), no. 5, 1344--1360. doi:10.1214/aos/1013203457.

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