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A Two‐Step Regression Model for Hazard Functions
Author(s) -
Anderson J. A.,
Senthilselvan A.
Publication year - 1982
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347073
Subject(s) - statistics , regression , regression analysis , econometrics , hazard , mathematics , biology , ecology
S ummary The regression model for proportional hazards (Cox, 1972) is extended to allow (approximately) for time‐varying covariate coefficients. This is particularly appropriate for cancer mortality studies where the effect of a covariate measured at one point of time decays as time progresses. A smoothed hazard function estimate for this extended model is derived using penalized maximum likelihood. A case‐history is given concerned with recurrence of carcinoma of the vulva. The basic model does not fit very well, but the extended model fits well.