Estimating subject-specific hazard functions

Abstract

Abstract The central idea of this paper is to compare mean responses of several subjects in the presence of censoring and subject-specific variation. We develop a semiparametric mixed model for fitting subject-specific hazard curves to a set of censored failure times. A spline-based model and a mixed effects framework for smoothing are used. Efficient estimators of fixed parameters and predictors of the random components are derived and their asymptotic properties studied. This is a generalization of the method proposed by [Cai, T., Hyndman, R. J., & Wand, M. P. (2002). Mixed model-based hazard estimation. Journal of Computational and Graphical Statistics, 11(4), 784–798. https://doi.org/10.1198/106186002862] to incorporate additional subject-specific variation of the hazard function. The results are illustrated using two motivating examples.