Troxel, Lipsitz, and Brennan (1997, Biometrics 53, 857-869) considered parameter estimation from survey data with nonignorable nonresponse and proposed weighted estimating equations to remove the biases in the complete-case analysis that ignores missing observations. This paper suggests two alternative modifications for unbiased estimation of regre...
Troxel, Lipsitz, and Brennan (1997, Biometrics 53, 857-869) considered parameter estimation from survey data with nonignorable nonresponse and proposed weighted estimating equations to remove the biases in the complete- case analysis that ignores missing observations. This paper suggests two alternative modifications for unbiased estimation of regr...
Published in Lifetime Data Analysis
The proportional hazards (Cox) model is generalized by assuming that at any moment the ratio of hazard rates is depending not only on values of covariates but also on resources used until this moment. Relations with generalized multiplicative, frailty and linear transformation models are considered. A modified partial likelihood function is propose...
Published in Lifetime Data Analysis
Thispaper considers the stratified proportional hazards model witha focus on the assessment of stratum effects. The assessmentof such effects is often of interest, for example, in clinicaltrials. In this case, two relevant tests are the test of stratuminteraction with covariates and the test of stratum interactionwith baseline hazard functions. For...
Published in Annals of the Institute of Statistical Mathematics
A fundamental issue that arises after fitting a regression model is that of testing the goodness of the fit. Our work brings together the power divergence family of goodness of fit tests and regression models for categorical time series. We show that under some reasonable assumptions, the asymptotic distribution of the power divergence family of go...
In this paper, we have presented the second level nesting of Bonney’s disposition model (Bonney, 1998) and examined the implications of higher level nesting of the disposition model in relation to the dimension of the parameter space. We have also compared the performance of the disposition model with Cox’s regression model (Cox, 1972). It has been...
Banks could achieve substantial improvements of their portfolio credit risk assessment by estimating rating transition matrices within a time-continuous Markov model, thereby using continuous-time rating transitions provided by internal rating systems instead of discrete-time rating information. A non-parametric test for the hypothesis of time-homo...
Published in Statistical science : a review journal of the Institute of Mathematical Statistics
This review article provides an overview of recent work in the modelling and analysis of recurrent events arising in engineering, reliability, public health, biomedical, and other areas. Recurrent event modelling possesses unique facets making it different and more difficult to handle than single event settings. For instance, the impact of an incre...
Published in Journal of the Royal Society, Interface
Infectious salmon anemia (ISA) is one of the main infectious diseases in Atlantic salmon farming with major economical implications. Despite the strong regulatory interventions, the ISA epidemic is not under control, worldwide. We study the data covering salmon farming in Norway from 2002 to 2005 and propose a stochastic space-time model for the tr...
Published in Statistics in medicine
Two common statistical problems in pooling survival data from several studies are addressed. The first problem is that the data are doubly censored in that the origin is interval censored and the endpoint event may be right censored. Two approaches to incorporate the uncertainty of interval-censored origins are developed, and then compared with mor...
