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Based on Stute’s weighted least squares method, we consider the estimate procedures for the accelerated failure time (AFT) model with high dimensional covariates. We use Kaplan–Meier weights and Stute’s estimator to account for censoring in least squares estimation. We consider two...
Persistent link: https://www.econbiz.de/10010702796
This paper proposes the (ARM), first used by Aalen (1980), to explain households' interpurchase times. Unlike the Proportional Hazard Model (PHM), first proposed by Cox (1972), the ARM incorporates the effects of covariates on the individual hazard function in an (as opposed to ) manner. While a...
Persistent link: https://www.econbiz.de/10008787973
This article explores Bayesian joint models of event times and longitudinal measures with an attempt to overcome departures from normality of the longitudinal response, measurement errors, and shortages of confidence in specifying a parametric time-to-event model. We allow the longitudinal...
Persistent link: https://www.econbiz.de/10010759607
In biomedical research, challenges to working with multiple events are often observed while dealing with time-to-event data. Studies on prolonged survival duration are prone to having numerous possibilities. In studies on prolonged survival, patients might die of other causes. Sometimes in the...
Persistent link: https://www.econbiz.de/10015052193