Cox's Regression Model for Counting Processes: A Large Sample Study

作者: P. K. Andersen , R. D. Gill

DOI: 10.1214/AOS/1176345976

关键词:

摘要: The Cox regression model for censored survival data specifies that covariates have a proportional effect on the hazard function of life-time distribution an individual. In this paper we discuss how can be extended to where covariate processes intensity process multivariate counting process. This permits statistical analysis recurrent event allowing complicated censoring patterns and time dependent covariates. Furthermore, formulation gives rise proofs with very simple structure using martingale techniques asymptotic properties estimators from such model. Finally example is included.

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