IDEAS home Printed from https://ideas.repec.org/a/wly/apsmda/v13y1997i1p1-13.html
   My bibliography  Save this article

Evaluating partially observed survival histories: retrospective projection of covariate trajectories

Author

Listed:
  • Anatoli I. Yashin
  • Kenneth G. Manton
  • Gene R. Lowrimore

Abstract

The use of maximum likelihood methods in analysing times to failure in the presence of unobserved randomly changing covariates requires constrained optimization procedures. An alternative approach using a generalized version of the EM‐algorithm requires smoothed estimates of covariate values. Similar estimates are needed in evaluating past exposures to hazardous chemicals, radiation or other toxic materials when health effects only become evident long after their use. In this paper, two kinds of equation for smoothing estimates of unobserved covariates in survival problems are derived. The first shows how new information may be used to update past estimates of the covariates' values. The second can be used to project the covariates' trajectory from the present to the past. If the hazard function is quadratic in form, both types of smoothing equation can be derived in a closed analytical form. Examples of both types of equation are presented. Use of these equations in the extended EM‐algorithm, and in estimating past exposures to hazardous materials, are discussed. © 1997 by John Wiley & Sons, Ltd.

Suggested Citation

  • Anatoli I. Yashin & Kenneth G. Manton & Gene R. Lowrimore, 1997. "Evaluating partially observed survival histories: retrospective projection of covariate trajectories," Applied Stochastic Models and Data Analysis, John Wiley & Sons, vol. 13(1), pages 1-13, March.
    • Handle: RePEc:wly:apsmda:v:13:y:1997:i:1:p:1-13
    DOI: 10.1002/(SICI)1099-0747(199703)13:13.0.CO;2-E
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/(SICI)1099-0747(199703)13:13.0.CO;2-E
    Download Restriction: no
    File URL: https://libkey.io/10.1002/(SICI)1099-0747(199703)13:13.0.CO;2-E?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:apsmda:v:13:y:1997:i:1:p:1-13. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://doi.org/10.1002/(ISSN)1099-0747 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.