A penalized algorithm for event-specific rate models for recurrent events

Abstract : We introduce a covariate-specific total variation penalty in two semiparametric models for the rate function of recurrent event process. The two models are a stratified Cox model, introduced in Prentice et al. (1981), and a stratified Aalen's additive model. We show the consistency and asymptotic normality of our penalized estimators. We demonstrate, through a simulation study, that our estimators outperform classical estimators for small to moderate sample sizes. Finally an application to the bladder tumour data of Byar (1980) is presented.
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Submitted on : Tuesday, August 5, 2014 - 10:45:06 AM
Last modification on : Thursday, April 11, 2019 - 4:02:09 PM
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  • HAL Id : hal-01053266, version 1

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Olivier Bouaziz, Agathe Guilloux. A penalized algorithm for event-specific rate models for recurrent events. Biostatistics, Oxford University Press (OUP), 2015. ⟨hal-01053266⟩

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