PHMPL: a computer program for hazard estimation using a penalized likelihood method with interval-censored and left-truncated data
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P Joly1, L Letenneur, A Alioum
1ISPED, Université Victor Segalen Bordeaux II, France. pierre.joly@dim.u-bordeaux2.fr
Abstract:
The Cox model is the model of choice when analyzing right-censored and possibly left-truncated survival data. The present paper proposes a program to estimate the hazard function in a proportional hazards model and also to treat more complex observation schemes involving general censored and left-truncated data. The hazard function estimator is defined non-parametrically as the function which maximizes a penalized likelihood, and the solution is approximated using splines. The smoothing parameter is chosen using approximate cross-validation. Confidence bands for the estimator are given. As an illustration, the age-specific incidence of dementia is estimated and one of its risk factors is studied.
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