Working Papers 2000 – Abstracts
11/2000
Mixed Model-Based Hazard Estimation
T. Cai, R.J. Hyndman and M.P. Wand
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.
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