Dynamic Prediction by Landmarking in Event History Analysis

Hans C. van Houwelingen

Scandinavian Journal of Statistics, 2007, vol. 34, issue 1, 70-85

Abstract: Abstract. This article advocates the landmarking approach that dynamically adjusts predictive models for survival data during the follow up. This updating is achieved by directly fitting models for the individuals still at risk at the landmark point. Using this approach, simple proportional hazards models are able to catch the development over time for models with time‐varying effects of covariates or data with time‐dependent covariates (biomarkers). To smooth the effect of the landmarking, sequences of models are considered with parametric effects of the landmark time point and fitted by maximizing appropriate pseudo log‐likelihoods that extend the partial log‐likelihood to cover the landmarking approach.

Date: 2007
References: Add references at CitEc
Citations: View citations in EconPapers (26)

Downloads: (external link)
https://doi.org/10.1111/j.1467-9469.2006.00529.x

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:34:y:2007:i:1:p:70-85

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0303-6898

Access Statistics for this article

Scandinavian Journal of Statistics is currently edited by ÿrnulf Borgan and Bo Lindqvist

More articles in Scandinavian Journal of Statistics from Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association, Swedish Statistical Association
Bibliographic data for series maintained by Wiley Content Delivery ().