model selectiontime-varying coefficient Cox model.The time-varying coefficient Cox model has been widely studiedand popularly used in survival data analysis due to its flexibility for modelingcovariate effects. It is of great practical interest to accurately identifythe structure of covariate effects in...
Furthermore we assume that there exist functions α(·,j) : (0,1] → R with (5)Supu|auj|≤Kℓj, (6)supj∑t=1n|at,nj−atnj|≤K, (7)Va⋅j≤Kℓj. The above assumptions are weak in the sense that only bounded variation is required for the coefficient functions. This is...
Using the command expand.breakpoints in R would lead to a data set of the following form: and a model with time varying effects could be fitted with the call:coxph(Surv(start,stop,status)˜X+X:F1+X:F2+X:F3) The creation of an expanded data set with stacked risk sets can be ...
The authors propose the local likelihood method for the time-varying coefficient additive hazards model. They use the Newton-Raphson algorithm to maximize the likelihood into which a local polynomial expansion has been incorporated. They establish the asymptotic properties for the time-varying coefficient...
The hazard ratio derived from the Cox model is a commonly used summary statistic to quantify a treatment effect with a time-to-event outcome. The proportional hazards assumption of the Cox model, however, is frequently violated in practice and many alternative models have been proposed in the st...
As an application of this concept, a statistical time-varying model is developed and the prediction performance is compared against its static counterpart (time-invariant model). The proposed approach is able to capture the ISMR anomalies and successfully predicts the severe drought years too. ...
Langelaar et al., “Watermarking by DCT Coefficient Removal: A Statistical Approach to Optimal Parameter Settings,” SPIE vol. 3657, Jan. 1999, pp. 2-13. Langelaar et al., “Optimal differential energy watermarking of DCT encoded images and video,” IEEE Transactions on Image Processing, vol....
Time-varying coefficientThe nested case鈥揷ontrol (NCC) design is a cost-effective sampling method to study the relationship between a disease and its risk factors in epidemiologic studies. NCC data are commonly analyzed using Thomas' partial likelihood approach under Cox's proportional hazards model...