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October 2001 A generalized additive regression model for survival times
Thomas H. Scheike
Ann. Statist. 29(5): 1344-1360 (October 2001). DOI: 10.1214/aos/1013203457


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.


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Thomas H. Scheike. "A generalized additive regression model for survival times." Ann. Statist. 29 (5) 1344 - 1360, October 2001.


Published: October 2001
First available in Project Euclid: 8 February 2002

zbMATH: 1043.62035
MathSciNet: MR1873334
Digital Object Identifier: 10.1214/aos/1013203457

Primary: 62N01
Secondary: 62G20 , 62N02

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

Rights: Copyright © 2001 Institute of Mathematical Statistics


Vol.29 • No. 5 • October 2001
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