The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Abstract Details
|
Activity Number:
|
632
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Thursday, August 4, 2011 : 8:30 AM to 10:20 AM
|
|
Sponsor:
|
Business and Economic Statistics Section
|
| Abstract - #300811 |
|
Title:
|
Non-Proportional Hazard Approaches: First Hitting Time Models and Frailty Models Revisited
|
|
Author(s):
|
Junyi Lin*+ and Agus Sudjianto and Harsh Singhal
|
|
Companies:
|
Penn State University and Lloyds Banking Group and Bank of America
|
|
Address:
|
331A Thomas Building, State College, PA, 16802,
|
|
Keywords:
|
proportional hazard ;
non-proportional hazard ;
first hitting time models ;
frailty models
|
|
Abstract:
|
Cox proportional models assume that covariates have proportional effects on the hazard function, and this assumption may be questionable. First hitting time models and frailty models are both alternatives to proportional hazard, and they have been successful to model non-proportional hazard in many applications. Possible extensions based on first hitting time models and frailty models are discussed in this paper. Particularly, we provide a class of mixture hazard models, which can be used to distinguish transient effects and persistent effects. Simulation results and real data analysis illustrate potential usefulness of these models.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2011 program
|
2011 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.