Smooth hazards with multiple time scales
Abstract
Hazard models are the most commonly used tool to analyse time-to-event data. If more than one time scale is relevant for the event under study, models are required that can incorporate the dependence of a hazard along two (or more) time scales. Such models should be flexible to capture the joint influence of several times scales and nonparametric smoothing techniques are obvious candidates. P-splines offer a flexible way to specify such hazard surfaces, and estimation is achieved by maximizing a penalized Poisson likelihood. Standard observations schemes, such as right-censoring and left-truncation, can be accommodated in a straightforward manner. The model can be extended to proportional hazards regression with a baseline hazard varying over two scales. Generalized linear array model (GLAM) algorithms allow efficient computations, which are implemented in a companion R-package.
Cite
@article{arxiv.2305.09342,
title = {Smooth hazards with multiple time scales},
author = {Angela Carollo and Paul H. C. Eilers and Hein Putter and Jutta Gampe},
journal= {arXiv preprint arXiv:2305.09342},
year = {2025}
}