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...
Tutorial: Survival estimation for Cox regression models with time- varying coefficients using SAS and R. Journal of Statistical Software, 61,... L Thomas,EM Reyes - 《Journal of Statistical Software》 被引量: 40发表: 2014年 Bayesian proportional hazards model with time-varying regression ...
multiplicative effectsvarying coefficient modelWe consider covariate adjusted regression (CAR), a regression method for situations where predictors and response ... ?entürk, Damla,Müller, Hans-Georg - 《Annals of Statistics》 被引量: 92发表: 2006年 An Additive–Multiplicative Cox–Aalen Regression ...
State-space models are sometimes divided into observation and parameter driven models using the terminology of Cox (1981); see also Davis et al. (2003, 2005). In observation driven models, the process {θt} is generated by observations. One example is the conditional variance process {ht} ...
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. ...
The model class considered is conditionally parametric ARX-models (CPARX-models), which is conventional ARX-models in which the parameters are replaced by smooth, but otherwise unknown, functions of a low-dimensional input process. These coefficient functions are estimated adaptively and recursively ...
This paper offers a tutorial in survival estimation for the time-varying coefficient model, implemented in SAS and R. We provide a macro coxtvc to facilitate estimation in SAS where the current functionality is more limited. The macro is validated in simulated data and illustrated in an ...
Parametric modelTime-to-eventMelioidosisMortalityObjective:To compare the prognostic factors of mortality among melioidosis patients between lognormal accelerated failure time(AFT),Cox proportional hazards(PH),and Cox PH with time-varying coefficient(TVC)models.Methods:A retrospective study was conducted ...
Random Coefficient Autoregressive Models: An Introduction; Lecture Notes in Statistics; Springer: New York, NY, USA, 1982. [Google Scholar] Regis, M.; Serra, P.; van den Heuvel, E.R. Random autoregressive models: A structured overview. Econom. Rev. 2021, 1–24. [Google Scholar] [Cross...
Generally, the Box–Cox transformed model can be expressed as ∑Yi(θ) = β0 + βk Xik(λ) + εi, k where Yi(θ) = Yiθ − 1 /θ for θ = 0, Xik(λ) = Xikλ − 1 /λ for λ = 0, while Yi(θ) = ln Yi for θ = 0, Xik(λ) = ln Xik for λ = 0; ...