Hazard rate and observed covariates: a natural way of parametrization
作者:
Anatoli I. Yashin,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1994)
卷期:
Volume 12,
issue 3
页码: 379-397
ISSN:0736-2994
年代: 1994
DOI:10.1080/07362999408809358
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
The problem of parametrization of the conditional survival function in the case of partially observed randomly changing covariates is considered. The general formula for a hazard rate as a function of the value of the observed covariate in the case of one measurement is derived for a wide class of stochastic processes associated with covariates. When covariates are described by the Gauss Markov type stochastic process, the conditional Gaussian property of the distribution of the unobservables is used to get the parametric specification of the hazard rate as a function of observed covariates
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