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Estimation in hazard regression models under ordered departures from proportionality

  • Bhattacharjee, Arnab

Notions of monotone ordering with respect to continuous covariates in duration data regression models have recently been discussed, and tests for the proportional hazards model against such alternatives have been developed (Bhattacharjee and Das, 2002). Such monotone/ ordered departures are common in applications, and provide useful additional information about the nature of covariate dependence. In this paper, we describe methods for estimating hazard regression models when such monotone departures are known to hold. In particular, it is shown how the histogram sieve estimators (Murphy and Sen, 1991) in this setup can be smoothed and order restricted estimation performed using biased bootstrap techniques like adaptive bandwidth kernel estimators (Brockmann et. al., 1993; Schucany, 1995) or data tilting (Hall and Huang, 2001). The performance of the methods is compared using simulated data, and their use is illustrated with applications from biomedicine and economic duration data.

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Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

Volume (Year): 47 (2004)
Issue (Month): 3 (October)
Pages: 517-536

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Handle: RePEc:eee:csdana:v:47:y:2004:i:3:p:517-536
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  1. Murphy, S. A. & Sen, P. K., 1991. "Time-dependent coefficients in a Cox-type regression model," Stochastic Processes and their Applications, Elsevier, vol. 39(1), pages 153-180, October.
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  8. Li, Yi-Hwei & Klein, John P. & Moeschberger, M. L., 1996. "Effects of model misspecification in estimating covariate effects in survival analysis for small sample sizes," Computational Statistics & Data Analysis, Elsevier, vol. 22(2), pages 177-192, July.
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  11. Enno MAMMEN & C. THOMAS-AGNAN, 1996. "Smoothing Splines And Shape Restrictions," SFB 373 Discussion Papers 1996,87, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  12. A. Bhattacharjee & C. Higson & S. Holly & P. Kattuman, 2009. "Macroeconomic Instability and Business Exit: Determinants of Failures and Acquisitions of UK Firms," Economica, London School of Economics and Political Science, vol. 76(301), pages 108-131, 02.
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