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Modelling converging hazards

Lookup NU author(s): Professor Robin Henderson


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The Cox proportional hazards model has become the standard model for survival analysis. It is often seen as the null model in that ldquo...explicit excuses are now needed to use different modelsrdquo (Keiding, Proceedings of the XIXth International Biometric Conference, Cape Town, 1998). However, converging hazards also occur frequently in survival analysis. The Burr model, which may be derived as the marginal from a gamma frailty model, is one commonly used tool to model converging hazards. We outline this approach and introduce a mixed model which extends the Burr model and allows for both proportional and converging hazards. Although a semi-parametric model in its own right, we demonstrate how the mixed model can be derived via a gamma frailty interpretation, suggesting an E–M fitting procedure. We illustrate the modelling techniques using data on survival of hospice patients.

Publication metadata

Author(s): Barker P, Henderson R

Publication type: Article

Publication status: Published

Journal: Lifetime Data Analysis

Year: 2004

Volume: 10

Issue: 3

Pages: 263-281

ISSN (print): 1380-7870

ISSN (electronic): 1572-9249

Publisher: Springer New York LLC


DOI: 10.1023/B:LIDA.0000036392.68675.7f


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