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危险回归

Hazard Regression

Journal of the American Statistical Association · 1995
被引 53
ABS 4

中文导读

使用线性样条及其张量积估计条件对数危险函数,通过最大似然和贝叶斯信息准则自动选择模型,可诊断比例危险假设的偏离,并引入三次样条处理无条件危险函数的尾部灵活性。

Abstract

Abstract Linear splines and their tensor products are used to estimate the conditional log-hazard function based on possibly censored, positive response data and one or more covariates. An automatic procedure involving the maximum likelihood method, stepwise addition, stepwise deletion, and the Bayes Information Criterion is used to select the final model. The possible models contain proportional hazards models as a subclass, which makes it possible to diagnose departures from proportionality. Cubic splines and two additional log terms are incorporated into a similar model for the unconditional log-hazard function to allow for greater flexibility in the extreme tails. A user interface based on S is described.

统计学生存分析贝叶斯方法非参数回归