VARIATE GENERATION FOR ACCELERATED LIFE AND PROPORTIONAL HAZARDS MODELS WITH TIME-DEPENDENT COVARIATES

被引：35

作者：

LEEMIS, LM

SHIH, LH

REYNERTSON, K

机构：

[1] School of Industrial Engineering, The University of Oklahoma, Norman

来源：

STATISTICS & PROBABILITY LETTERS | 1990年 / 10卷 / 04期

基金：

美国国家卫生研究院;

关键词：

Accelerated life model; Monte Carlo simulation; proportional hazards model; time dependent covariates; variate generation;

D O I：

10.1016/0167-7152(90)90052-9

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Variate generation algorithms for lifetimes when survival models incorporate time dependent covariates are presented. These algorithms are closed form for special cases of the function that links the covariate values to the survivor distribution. These algorithms are illustrated by several examples. © 1990.

引用

页码：335 / 339

页数：5

共 13 条

[1] A GENERAL-MODEL FOR TESTING THE PROPORTIONAL HAZARDS AND THE ACCELERATED FAILURE TIME HYPOTHESES IN THE ANALYSIS OF CENSORED SURVIVAL-DATA WITH COVARIATES [J].