Variate generation for accelerated life and proportional hazards models with time dependent covariates

Variate generation algorithms for lifetimes when survival models incorporate time dependent covariates are presented. These algorithms are closed form for special cases of the function that links the covariate values to the survivor distribution. These algorithms are illustrated by several examples.

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Year of publication:	1990
Authors:	Leemis, Lawrence M. ; Shih, Li-Hsing ; Reynertson, Kurt
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 10.1990, 4, p. 335-339
Publisher:	Elsevier
Keywords:	Accelerated life model Monte Carlo simulation proportional hazards model time dependent covariates variate generation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254112