A flexible additive multiplicative hazard model

• 成果类型: Article
• 署名作者: Martinussen, T; Scheike, TH
• 署名单位: University of Copenhagen; University of Copenhagen
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/89.2.283
• 发表日期: 2002
• 页码: 283298
• 关键词: risk model; excess

摘要

We present a new additive-multiplicative hazard model which consists of two components. The first component contains additive covariate effects through an additive Aalen model while the second component contains multiplicative covariate effects through a Cox regression model. The Aalen model allows for time-varying covariate effects, while the Cox model allows only a common time-dependence through the baseline. Approximate maximum likelihood estimators are derived by solving the simultaneous score equations for the nonparametric and parametric components of the model. The suggested estimators are provided with large-sample properties and are shown to be efficient. The efficient estimators depend, however, on some estimated weights. We therefore also consider unweighted estimators and describe their large-sample properties. We finally extend the model to allow for time-varying covariate effects in the multiplicative part of the model as well.