A penalized algorithm for event-specific rate models for recurrent events
Statistics Theory
2013-04-11 v1 Statistics Theory
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.
Cite
@article{arxiv.1304.2985,
title = {A penalized algorithm for event-specific rate models for recurrent events},
author = {Olivier Bouaziz and Agathe Guilloux},
journal= {arXiv preprint arXiv:1304.2985},
year = {2013}
}