The Annals of Statistics

A generalized additive regression model for survival times

Thomas H. Scheike

Full-text: Open access

Abstract

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

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

Dates
First available in Project Euclid: 8 February 2002

Permanent link to this document
https://projecteuclid.org/euclid.aos/1013203457

Digital Object Identifier
doi:10.1214/aos/1013203457

Mathematical Reviews number (MathSciNet)
MR1873334

Zentralblatt MATH identifier
1043.62035

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

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

Citation

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


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