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Variate generation for accelerated life and proportional hazards models with time dependent covariates

Author

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  • Leemis, Lawrence M.
  • Shih, Li-Hsing
  • Reynertson, Kurt

Abstract

Variate generation algorithms for lifetimes when survival models incorporate time dependent covariates are presented. These algorithms are closed form for special cases of the function that links the covariate values to the survivor distribution. These algorithms are illustrated by several examples.

Suggested Citation

  • Leemis, Lawrence M. & Shih, Li-Hsing & Reynertson, Kurt, 1990. "Variate generation for accelerated life and proportional hazards models with time dependent covariates," Statistics & Probability Letters, Elsevier, vol. 10(4), pages 335-339, September.
    • Handle: RePEc:eee:stapro:v:10:y:1990:i:4:p:335-339
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    Cited by:

    1. Xinyu Tang & Abdus S. Wahed, 2011. "Comparison of treatment regimes with adjustment for auxiliary variables," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(12), pages 2925-2938, March.
    2. Adam Braima S. Mastor & Abdulaziz S. Alghamdi & Oscar Ngesa & Joseph Mung’atu & Christophe Chesneau & Ahmed Z. Afify, 2023. "The Extended Exponential-Weibull Accelerated Failure Time Model with Application to Sudan COVID-19 Data," Mathematics, MDPI, vol. 11(2), pages 1-26, January.
    3. Bangalore, P. & Patriksson, M., 2018. "Analysis of SCADA data for early fault detection, with application to the maintenance management of wind turbines," Renewable Energy, Elsevier, vol. 115(C), pages 521-532.
    4. Abdisalam Hassan Muse & Samuel Mwalili & Oscar Ngesa & Christophe Chesneau & Afrah Al-Bossly & Mahmoud El-Morshedy, 2022. "Bayesian and Frequentist Approaches for a Tractable Parametric General Class of Hazard-Based Regression Models: An Application to Oncology Data," Mathematics, MDPI, vol. 10(20), pages 1-41, October.
    5. R. Guo & C. E. Love, 1994. "Simulating nonhomogeneous poisson processes with proportional intensities," Naval Research Logistics (NRL), John Wiley & Sons, vol. 41(4), pages 507-522, June.
    6. Yunda Huang & Yuanyuan Zhang & Zong Zhang & Peter B. Gilbert, 2020. "Generating Survival Times Using Cox Proportional Hazards Models with Cyclic and Piecewise Time-Varying Covariates," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 12(3), pages 324-339, December.

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