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Kernel regression for cause-specific hazard models with time-dependent coefficients

Author

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  • Xiaomeng Qi

    (Shanghai Jiao Tong University)

  • Zhangsheng Yu

    (Shanghai Jiao Tong University
    Shanghai Jiao Tong University School of Medicine)

Abstract

Competing risk data appear widely in modern biomedical research. In the past two decades, cause-specific hazard models are often used to deal with competing risk data. There is no current study on the kernel likelihood method for the cause-specific hazard model with time-varying coefficients. We propose to use the local partial log-likelihood approach for nonparametric time-varying coefficient estimation. Simulation studies demonstrate that our proposed nonparametric kernel estimator performs well under assumed finite sample settings. And we also compare the local kernel estimator with the penalized spline estimator. Finally, we apply the proposed method to analyze a diabetes dialysis study with competing death causes.

Suggested Citation

  • Xiaomeng Qi & Zhangsheng Yu, 2023. "Kernel regression for cause-specific hazard models with time-dependent coefficients," Computational Statistics, Springer, vol. 38(1), pages 263-283, March.
    • Handle: RePEc:spr:compst:v:38:y:2023:i:1:d:10.1007_s00180-022-01227-2
    DOI: 10.1007/s00180-022-01227-2
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    References listed on IDEAS

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