[R] Left truncation in shared frailty models with time-varying covariates

From: Stefan Pohl <pohl_at_marge.statistik.uni-koeln.de>
Date: Tue 24 May 2005 - 04:28:07 EST


Hi!

I want to estimate a shared gamma frailty model with left truncated data. I use a parametric baseline hazard so that I can use simple ML estimation. As I have a big data set it is ok to assume piecewise constant baseline hazards.

As my data are left truncated I have modified the definition of the risk set.

Do I also have to modifiy the frailty distribution if I have left truncated data? And if I have to, how? And if I have to, are time-varying covariates modeled with the method of episode splitting a problem?

Thank you for any comments,

Stefan.

        [[alternative HTML version deleted]]



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue May 24 04:32:09 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:32:00 EST