Mixed Model-Based Hazard Estimation

T. Cai, Rob Hyndman and M.P. Wand

No 11/00, Monash Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Abstract: We propose a new method for estimation of the hazard function from a set of censored failure time data, with a view to extending the general approach to more complicated models. The approach is based on a mixed model representation of penalized spline hazard estimators. One payoff is the automation of the smoothing parameter choice through restricted maximum likelihood. Another is the option to use standard mixed model software for automatic hazard estimation.

Keywords: Non-parametric regression; Restricted maximum likelihood; Variance component; Survival analysis. (search for similar items in EconPapers)
JEL-codes: C32 C50 C51 (search for similar items in EconPapers)
Pages: 14 pages
Date: 2000-12
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Citations: View citations in EconPapers (4)

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