SURVIVAL REGRESSION MODELS FOR SINGLE EVENTS AND COMPETING RISKS BASED ON PSEUDO-OBSERVATIONS

Wycinka Ewa () and Jurkiewicz Tomasz ()
Additional contact information
Wycinka Ewa: University of Gdańsk, Faculty of Management. Gdańsk, Poland .
Jurkiewicz Tomasz: University of Gdańsk, Faculty of Management. Gdańsk, Poland .

Statistics in Transition New Series, 2019, vol. 20, issue 1, 171-188

Abstract: Survival data is a special type of data that measures the time to an event of interest. The most important feature of survival data is the presence of censored observations. An observation is said to be right-censored if the time of the observation is, for some reason, shorter than the time to the event. If no censoring occurs in the data, standard statistical models can be used to analyse the data. Pseudo-observations can replace censored observations and thereby allow standard statistical models to be used.

Keywords: generalised estimating equations; cumulative incidence function; probability of default; credit risk; survival analysis. (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.21307/stattrans-2019-010 (text/html)

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:vrs:stintr:v:20:y:2019:i:1:p:171-188:n:10

DOI: 10.21307/stattrans-2019-010

Access Statistics for this article

Statistics in Transition New Series is currently edited by Włodzimierz Okrasa

More articles in Statistics in Transition New Series from Statistics Poland
Bibliographic data for series maintained by Peter Golla ().