From: Mayeul KAUFFMANN <mayeul.kauffmann_at_tiscali.fr>

Date: Wed 28 Jul 2004 - 12:06:43 EST

R-help@stat.math.ethz.ch mailing list

https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Jul 28 12:15:03 2004

Date: Wed 28 Jul 2004 - 12:06:43 EST

>No, I mean recurrent events. With counting process notation but no

*>recurrent revents the partial likelihood is still valid, and the approach
**>of treating it as a real likelihood for AIC (and presumably BIC) makes
**>sense.
**>
**>Roughly speaking, you can't tell there is dependence until you see
**>multiple events.
*

Thanks a lot, I got it (well, I hope so)!

I've read in several places that events in the Andersen-Gill model must be "conditionnaly independent", which is sometimes more precisely written as "conditionnaly independent given the covariates"

or even more precisely:

"the Andersen-Gill (AG) model assumes that each [individual] has a multi-event counting process with independent increments. The observed increments must be conditionally independent given the history of all observable information up to the event times." (http://www.stat.umu.se/egna/danardono/licdd.pdf)

Thanks a lot again for your time.

Mayeul KAUFFMANN

Univ. Pierre Mendes France

Grenoble - France

R-help@stat.math.ethz.ch mailing list

https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Jul 28 12:15:03 2004

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