Mixed Model-Based Hazard Estimation.

We propose a new method for estimation of the hazard function from a set of censored failure time data, with a view to extending the general approach to more complicated models. The approach is based on a mixed model representation of penalized spline hazard estimators. One payoff is the automation of the smoothing parameter choice through restricted maximum likelihood. Another is the option to use standard mixed model software for automatic hazard estimation.

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Year of publication:	2000-12
Authors:	Cai, T. ; Hyndman, R.J. ; Wand, M.P.
Institutions:	Department of Econometrics and Business Statistics, Monash Business School
Subject:	Non-parametric regression \| Restricted maximum likelihood \| Variance component \| Survival analysis

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Extent:	application/pdf
Series:	Monash Econometrics and Business Statistics Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 11/00 14 pages
Classification:	C51 - Model Construction and Estimation ; C32 - Time-Series Models ; C50 - Econometric Modeling. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005125280