Discount Survival Models

  • Shim, Joo-Y. (Department of Statistics, Kyungpook National University) ;
  • Sohn, Joong-K. (Department of Statistics, Kyungpook National University)
  • Published : 1996.09.30

Abstract

The discount survival model is proposed for the application of the Cox model on the analysis of survival data with time-varying effects of covariates. Algorithms for the recursive estimation of the parameter vector and the retrospective estimation of the survival function are suggested. Also the algorithm of forecasting of the survival function of individuals of specific covariates in the next time interval based on the information gathered until the end of a certain time interval is suggested.

Keywords