The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Further Results on Piecewise Constant Hazard Functions in Aalen's Additive Risk Model

  • Uhm, Dai-Ho (Department of Statistics, Oklahoma State University) ;
  • Jun, Sung-Hae (Department of Statistics, Cheongju University)
  • Received : 2012.02.04
  • Accepted : 2012.06.04
  • Published : 2012.06.30
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Abstract

The modifications suggested in Uhm et al. (2011) are studied using a partly parametric version of Aalen's additive risk model. A follow-up time period is partitioned into intervals, and hazard functions are estimated as a piecewise constant in each interval. A maximum likelihood estimator by iteratively reweighted least squares and variance estimates are suggested based on the model as well as evaluated by simulations using mean square error and a coverage probability, respectively. In conclusion the modifications are needed when there are a small number of uncensored deaths in an interval to estimate the piecewise constant hazard function.

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References

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