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Penalized spline smoothing in multivariable survival models with varying coefficients

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  • Kauermann, Goran

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  • Kauermann, Goran, 2005. "Penalized spline smoothing in multivariable survival models with varying coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 49(1), pages 169-186, April.
    • Handle: RePEc:eee:csdana:v:49:y:2005:i:1:p:169-186
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    1. Zongwu Cai & Yanqing Sun, 2003. "Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(1), pages 93-111, March.
    2. Cai, T. & Hyndman, R.J. & Wand, M.P., 2000. "Mixed Model-Based Hazard Estimation," Monash Econometrics and Business Statistics Working Papers 11/00, Monash University, Department of Econometrics and Business Statistics.
    3. J. G. Booth & J. P. Hobert, 1999. "Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 265-285.
    4. M. P. Wand, 2003. "Smoothing and mixed models," Computational Statistics, Springer, vol. 18(2), pages 223-249, July.
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    1. Kauermann, Goran & Khomski, Pavel, 2006. "Additive two-way hazards model with varying coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1944-1956, December.
    2. Torben Kuhlenkasper & Göran Kauermann, 2009. "Duration of Maternity Leave in Germany: A Case Study of Nonparametric Hazard Models and Penalized Splines," SOEPpapers on Multidisciplinary Panel Data Research 213, DIW Berlin, The German Socio-Economic Panel (SOEP).
    3. Benjamin Owusu & Bettina Bökemeier & Alfred Greiner, 2023. "Assessing nonlinearities and heterogeneity in debt sustainability analysis: a panel spline approach," Empirical Economics, Springer, vol. 64(3), pages 1315-1346, March.
    4. Costa, M.J. & Shaw, J.E.H., 2009. "Parametrization and penalties in spline models with an application to survival analysis," Computational Statistics & Data Analysis, Elsevier, vol. 53(3), pages 657-670, January.
    5. Håvard Rue & Sara Martino & Nicolas Chopin, 2009. "Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 319-392, April.
    6. Torben Kuhlenkasper & Max Friedrich Steinhardt, 2011. "Unemployment Duration in Germany – A comprehensive study with dynamic hazard models and P-Splines," Norface Discussion Paper Series 2011018, Norface Research Programme on Migration, Department of Economics, University College London.
    7. Göran Kauermann, 2006. "Nonparametric models and their estimation," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 137-152, March.
    8. Stefan Stremersch & Aurélie Lemmens, 2009. "Sales Growth of New Pharmaceuticals Across the Globe: The Role of Regulatory Regimes," Marketing Science, INFORMS, vol. 28(4), pages 690-708, 07-08.
    9. Takuma Yoshida, 2016. "Asymptotics and smoothing parameter selection for penalized spline regression with various loss functions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 70(4), pages 278-303, November.
    10. Ma, Jun & Heritier, Stephane & Lô, Serigne N., 2014. "On the maximum penalized likelihood approach for proportional hazard models with right censored survival data," Computational Statistics & Data Analysis, Elsevier, vol. 74(C), pages 142-156.
    11. Kuhlenkasper, Torben & Steinhardt, Max Friedrich, 2017. "Who leaves and when? Selective outmigration of immigrants from Germany," Economic Systems, Elsevier, vol. 41(4), pages 610-621.
    12. Kuhlenkasper, Torben & Kauermann, Göran, 2010. "Duration of maternity leave in Germany: A case study of nonparametric hazard models and penalized splines," Labour Economics, Elsevier, vol. 17(3), pages 466-473, June.
    13. Göran Kauermann & Timo Teuber & Peter Flaschel, 2012. "Exploring US Business Cycles with Bivariate Loops Using Penalized Spline Regression," Computational Economics, Springer;Society for Computational Economics, vol. 39(4), pages 409-427, April.
    14. Göran Kauermann & Tatyana Krivobokova & Ludwig Fahrmeir, 2009. "Some asymptotic results on generalized penalized spline smoothing," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 487-503, April.
    15. Kauermann, Goran & Xu, Ronghui & Vaida, Florin, 2008. "Stacked Laplace-EM algorithm for duration models with time-varying and random effects," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2514-2528, January.
    16. Hwang, Ruey-Ching, 2012. "A varying-coefficient default model," International Journal of Forecasting, Elsevier, vol. 28(3), pages 675-688.
    17. Kneib, Thomas, 2006. "Mixed model-based inference in geoadditive hazard regression for interval-censored survival times," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 777-792, November.

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