Abstract

Cox’ proportional hazard model is usually the model of choice in survival analysis. It is shown that this model can be embedded in a GLMmodel by proper discretization of the time axis. That approach easily allows non-proportional hazard models, that are special cases of time-varying coefficients models. It is shown how the effective dimension of the general non-proportional hazards model can be controlled by either reduced rank regression methods of P-splines methodology.KeywordsPoisson regressionB-splinespenalized estimation

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