EconPapers    
Economics at your fingertips  
 

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: C51 C32 C50 (search for similar items in EconPapers)
Date: 2000-12
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4) Track citations by RSS feed

Downloads: (external link)
http://www.buseco.monash.edu.au/ebs/pubs/wpapers/2000/wp11-00.pdf (application/pdf)

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:msh:ebswps:2000-11

Ordering information: This working paper can be ordered from
http://business.mona ... -business-statistics

Access Statistics for this paper

More papers in Monash Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics PO Box 11E, Monash University, Victoria 3800, Australia. Contact information at EDIRC.
Bibliographic data for series maintained by Dr Xibin Zhang ().

 
Page updated 2019-04-14
Handle: RePEc:msh:ebswps:2000-11