Exogenous time-varying covariates in double additive cure survival model with application to fertility

Philippe Lambert and Michaela Kreyenfeld

No 2023006, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Abstract: Extended cure survival models enable to separate covariates that affect the probability of an event (or long-term survival) from those only affecting the event timing (or short-term survival). We propose to generalize the bounded cumulative hazard model to handle additive terms for time-varying (exogenous) covariates jointly impacting long- and short-term survival. The selection of the penalty parameters is a challenge in that framework. A fast algorithm based on Laplace approximations in Bayesian P-spline models is proposed. The methodology is motivated by fertility studies where women’s characteristics such as the employment status and the income (to cite a few) can vary in a non-trivial and frequent way during the individual follow-up. The method is furthermore illustrated by drawing on register data from the German Pension Fund which enabled us to study how women’s time-varying earnings relate to first birth transitions.

Keywords: Additive model; Bounded hazard; Cure survival model; Fertility study; Laplace approximation; P-splines; Time-varying covariates (search for similar items in EconPapers)
Pages: 24
Date: 2023-01-31
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Citations: View citations in EconPapers (2)

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