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B‐spline approximation for the baseline hazard function
Author(s) -
Angelos James,
Lee Carl M.S.,
Singh Karan P.
Publication year - 1991
Publication title -
environmetrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.68
H-Index - 58
eISSN - 1099-095X
pISSN - 1180-4009
DOI - 10.1002/env.3770020308
Subject(s) - minimax , spline (mechanical) , mathematics , mathematical optimization , baseline (sea) , hazard , engineering , oceanography , chemistry , structural engineering , organic chemistry , geology
Etezadi‐Amoli and Ciampi (Biometrics 1987) introduced a method to approximate the baseline hazard and to estimate the regression coefficients for covariates simultaneously for the extended hazard regression (EHR) model using a quadratic spline approach. In this paper, an estimate of the baseline hazard function by B‐spline approximation using a minimax criterion is proposed. The nonlinear problem is approximated by a linear programming problem with only linear constraints. The nice features of this approach are: (i) the minimax criterion provides a robust approximation to the hazard function, and (ii) the linearized problem is numerically simple and fast.