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Choice of Prognostic Estimators in Joint Models by Estimating Differences of Expected Conditional Kullback–Leibler Risks

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  • Daniel Commenges
  • Benoit Liquet
  • Cécile Proust-Lima

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  • Daniel Commenges & Benoit Liquet & Cécile Proust-Lima, 2012. "Choice of Prognostic Estimators in Joint Models by Estimating Differences of Expected Conditional Kullback–Leibler Risks," Biometrics, The International Biometric Society, vol. 68(2), pages 380-387, June.
    • Handle: RePEc:bla:biomet:v:68:y:2012:i:2:p:380-387
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    File URL: http://hdl.handle.net/10.1111/j.1541-0420.2012.01753.x
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    References listed on IDEAS

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    1. Hélène Jacqmin-Gadda & Cécile Proust-Lima & Jeremy M.G. Taylor & Daniel Commenges, 2010. "Score Test for Conditional Independence Between Longitudinal Outcome and Time to Event Given the Classes in the Joint Latent Class Model," Biometrics, The International Biometric Society, vol. 66(1), pages 11-19, March.
    2. Patrick J. Heagerty & Yingye Zheng, 2005. "Survival Model Predictive Accuracy and ROC Curves," Biometrics, The International Biometric Society, vol. 61(1), pages 92-105, March.
    3. R. Schoop & E. Graf & M. Schumacher, 2008. "Quantifying the Predictive Performance of Prognostic Models for Censored Survival Data with Time-Dependent Covariates," Biometrics, The International Biometric Society, vol. 64(2), pages 603-610, June.
    4. Hans C. Van Houwelingen, 2007. "Dynamic Prediction by Landmarking in Event History Analysis," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 34(1), pages 70-85, March.
    5. Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-333, March.
    6. Michael Schemper & Robin Henderson, 2000. "Predictive Accuracy and Explained Variation in Cox Regression," Biometrics, The International Biometric Society, vol. 56(1), pages 249-255, March.
    7. Daniel Commenges & Pierre Joly & Anne Gégout‐Petit & Benoit Liquet, 2007. "Choice between Semi‐parametric Estimators of Markov and Non‐Markov Multi‐state Models from Coarsened Observations," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 34(1), pages 33-52, March.
    8. Thomas A. Gerds & Martin Schumacher, 2007. "Efron-Type Measures of Prediction Error for Survival Analysis," Biometrics, The International Biometric Society, vol. 63(4), pages 1283-1287, December.
    9. Cox, Dennis D. & O'Sullivan, Finbarr, 1996. "Penalized Likelihood-type Estimators for Generalized Nonparametric Regression," Journal of Multivariate Analysis, Elsevier, vol. 56(2), pages 185-206, February.
    10. Benoit Liquet & Daniel Commenges, 2011. "Choice of Estimators Based on Different Observations: Modified AIC and LCV Criteria," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 38(2), pages 268-287, June.
    11. Rizopoulos, Dimitris, 2010. "JM: An R Package for the Joint Modelling of Longitudinal and Time-to-Event Data," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 35(i09).
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    Cited by:

    1. Hanieh Panahi, 2016. "Model Selection Test for the Heavy-Tailed Distributions under Censored Samples with Application in Financial Data," IJFS, MDPI, vol. 4(4), pages 1-14, December.
    2. Paul Blanche & Cécile Proust-Lima & Lucie Loubère & Claudine Berr & Jean-François Dartigues & Hélène Jacqmin-Gadda, 2015. "Quantifying and comparing dynamic predictive accuracy of joint models for longitudinal marker and time-to-event in presence of censoring and competing risks," Biometrics, The International Biometric Society, vol. 71(1), pages 102-113, March.

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