An Additive-Multiplicative Cox-Aalen Regression Model Scandinavian Journal of Statistics Scheike TH and Zhang MJ. An Additive Multiplicative Cox-Aalen Regression Model. Scandinavian Journal of Statistics, 29, 75-88, 2002
Date
03/01/2002Abstract
We propose an additive-multiplicative intensity model that extends the Cox regression model as well as the additive Aalen model as its covariate dependent baseline. Approximate maximum likelihood estimators of the baseline intensity functions and the relative risk parameters of the Cox model are suggested by solving the score equations. The derived estimator is effcient. we establish the large sample properties of the estimator. The model provides a simple pragmatic way of including time-varying covariate effects.
Author List
Scheike TH and Zhang MJAuthor
Mei-Jie Zhang PhD Professor in the Institute for Health and Equity department at Medical College of WisconsinView Online