Further Results on Piecewise Constant Hazard Functions in Aalen`s Additive Risk Model

- Journal title : Korean Journal of Applied Statistics
- Volume 25, Issue 3, 2012, pp.403-413
- Publisher : The Korean Statistical Society
- DOI : 10.5351/KJAS.2012.25.3.403

Title & Authors

Further Results on Piecewise Constant Hazard Functions in Aalen`s Additive Risk Model

Uhm, Dai-Ho; Jun, Sung-Hae;

Uhm, Dai-Ho; Jun, Sung-Hae;

Abstract

The modifications suggested in Uhm et al. (2011) are studied using a partly parametric version of Aalen`s additive risk model. A follow-up time period is partitioned into intervals, and hazard functions are estimated as a piecewise constant in each interval. A maximum likelihood estimator by iteratively reweighted least squares and variance estimates are suggested based on the model as well as evaluated by simulations using mean square error and a coverage probability, respectively. In conclusion the modifications are needed when there are a small number of uncensored deaths in an interval to estimate the piecewise constant hazard function.

Keywords

Aalen`s additive risk model;piecewise constant;hazard function;weighted least square;survival analysis;

Language

English

References

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Huffer, F. W. and McKeague, I. W. (1991). Weighted least squares estimation for Aalen's additive risk model, Journal of the American Statistical Association, 86, 38-53.

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Lin, D. Y. and Ying, Z. (1994). Semiparametric analysis of the additive risk model, Biometrika, 81, 61-71.