Dynamic Regression Models for Survival Data
By T. Martinussen, Thomas H. Scheike. 2006
590 citations recorded by the source corpus.
Subfields: Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/88634bc3776b170eb52e3b03c3f1c519b1174f10
How researchers see this paper
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In Statistics and Probability
- Thomas H. Scheike
- Donglin Zeng
- H. V. van Houwelingen
- Joseph G. Ibrahim
- John P. Klein
- T. Martinussen
- Danyu Lin
- S. Gaiffas
Citations in the corpus
- High-dimensional additive hazards models and the Lasso (2011, background): “ive to the Cox model [10], in particular in situations where the proportional hazards assumption is violated. It can also “be seen as a first-order Taylor series expansion of a general intensity” (see [23], p. 103). When the aim is then to understand the influence of X on the survival time T, one want”
- Maximum likelihood estimation in semiparametric regression models with censored data (2007, methodology): “Shared random-effects models which are similar to those described in Section 2.3 have been proposed to formulate the joint distribution of recurrent and terminal events (e.g. Wang et al. (2001), Liu et al.”
- The Statistical Analysis of Recurrent Events (2007, background): “Other recent books which include some discussion of the analysis of recurrent event data include Hougaard (2000), Kalbfleisch and Prentice (2002), Martinussen and Scheike (2006), and Sun (2006).”
- Handbook of survival analysis (2014, methodology): “This process in z has a decomposition similarly to MK developed above, and resampling may thus be used to validate the fit of the model (Martinussen and Scheike, 2006).”
- A simple unified approach for estimating natural direct and indirect effects. (2012, background): “Whenever the outcome is a survival time, we will in addition assume that censoring satisfies the usual assumptions, that is, that censoring is independent of event time (22) conditional on the covariates in the MSM.”
- Weak Convergence of the Wild Bootstrap for the Aalen–Johansen Estimator of the Cumulative Incidence Function of a Competing Risk (2013, background): “See Martinussen & Scheike (2006) for a textbook treatment.”
- Correlation in Corporate Defaults: Contagion or Conditional Independence? (2010, unknown): “For thorough discussions of these issues see Andersen, Borgan, Gill and Keiding (1992) and Martinussen and Scheike (2006).”
- Covariate Selection for the Semiparametric Additive Risk Model (2009, methodology): “We consider the semiparametric additive risk model (Lin & Ying, 1994; McKeague & Sasieni, 1994; Martinussen & Scheike, 2006), where the hazard function given covariates is of the form (t; Z)= 0(t)+ZT , where Z is a p-dimensional covariate vector, 0(t) is a non-parametric baseline and = ( 1, . . .,…”
- Estimating and comparing time‐dependent areas under receiver operating characteristic curves for censored event times with competing risks (2013, methodology): “where bq1 ̨ is estimated by the following simulation technique, paralleling the approaches of [10,21,23,24] among others, and making use of lemma 1:”
- History of applications of martingales in survival analysis. (2010, unknown): “Later, cumulative sums of martingale residuals have proven useful for examining several features of hazard based models for survival and event history data, including both the Cox model, Aalen’s additive hazards model and others (e.g., Lin, Wei and Ying, 1993; Martinussen and Scheike, 2006).”
- Focus on : Contemporary Methods in Biostatistics ( I ) Regression Modeling Strategies (2017, methodology): “Several nonparametric alternatives to Cox regression have been proposed in the presence of nonproportionality.(7) Parametric survival methods are recommended as follows: a) when the baseline hazard or survival function is of primary interest; b) to get more accurate estimates in situations where the”
- A Note on the Large Sample Properties of Estimators Based on Generalized Linear Models for Correlated Pseudo‐observations (2016, background): “The leading term of the second term of W 2n is n 1=2 X k A.Zk/ 1 2n.n 1/ X i;j R Xi ; Xj that is asymptotically equivalent to 3n 1=2 nX kD1 Z t 0 O 2.s/dMk.s/; which converges to zero in probability by the use of Lenglart’s inequality (Martinussen and Scheike, 2006, p. 41).”