Duration Analysis
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Duration Analysis
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Author : Gerald O. Bierwag
language : en
Publisher:
Release Date : 1987
Duration Analysis written by Gerald O. Bierwag and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Bonds categories.
Analysis Of Survival Data
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Author : D.R. Cox
language : en
Publisher: Routledge
Release Date : 2018-02-19
Analysis Of Survival Data written by D.R. Cox and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-02-19 with Mathematics categories.
This monograph contains many ideas on the analysis of survival data to present a comprehensive account of the field. The value of survival analysis is not confined to medical statistics, where the benefit of the analysis of data on such factors as life expectancy and duration of periods of freedom from symptoms of a disease as related to a treatment applied individual histories and so on, is obvious. The techniques also find important applications in industrial life testing and a range of subjects from physics to econometrics. In the eleven chapters of the book the methods and applications of are discussed and illustrated by examples.
A Duration Analysis Primer
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Author : Leonard W. Wyderko
language : en
Publisher:
Release Date : 1985
A Duration Analysis Primer written by Leonard W. Wyderko and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Asset-liability management categories.
Survival Analysis
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Author : Rupert G. Miller, Jr.
language : en
Publisher: John Wiley & Sons
Release Date : 2011-01-25
Survival Analysis written by Rupert G. Miller, Jr. and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-01-25 with Mathematics categories.
A concise summary of the statistical methods used in the analysis of survival data with censoring. Emphasizes recently developed nonparametric techniques. Outlines methods in detail and illustrates them with actual data. Discusses the theory behind each method. Includes numerous worked problems and numerical exercises.
Survival Analysis Using S
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Author : Mara Tableman
language : en
Publisher: CRC Press
Release Date : 2003-07-28
Survival Analysis Using S written by Mara Tableman and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-07-28 with Mathematics categories.
Survival Analysis Using S: Analysis of Time-to-Event Data is designed as a text for a one-semester or one-quarter course in survival analysis for upper-level or graduate students in statistics, biostatistics, and epidemiology. Prerequisites are a standard pre-calculus first course in probability and statistics, and a course in applied linear regression models. No prior knowledge of S or R is assumed. A wide choice of exercises is included, some intended for more advanced students with a first course in mathematical statistics. The authors emphasize parametric log-linear models, while also detailing nonparametric procedures along with model building and data diagnostics. Medical and public health researchers will find the discussion of cut point analysis with bootstrap validation, competing risks and the cumulative incidence estimator, and the analysis of left-truncated and right-censored data invaluable. The bootstrap procedure checks robustness of cut point analysis and determines cut point(s). In a chapter written by Stephen Portnoy, censored regression quantiles - a new nonparametric regression methodology (2003) - is developed to identify important forms of population heterogeneity and to detect departures from traditional Cox models. By generalizing the Kaplan-Meier estimator to regression models for conditional quantiles, this methods provides a valuable complement to traditional Cox proportional hazards approaches.
Lifetime Data Models In Reliability And Survival Analysis
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Author : Nicholas P. Jewell
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Lifetime Data Models In Reliability And Survival Analysis written by Nicholas P. Jewell and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-17 with Mathematics categories.
Statistical models and methods for lifetime and other time-to-event data are widely used in many fields, including medicine, the environmental sciences, actuarial science, engineering, economics, management, and the social sciences. For example, closely related statistical methods have been applied to the study of the incubation period of diseases such as AIDS, the remission time of cancers, life tables, the time-to-failure of engineering systems, employment duration, and the length of marriages. This volume contains a selection of papers based on the 1994 International Research Conference on Lifetime Data Models in Reliability and Survival Analysis, held at Harvard University. The conference brought together a varied group of researchers and practitioners to advance and promote statistical science in the many fields that deal with lifetime and other time-to-event-data. The volume illustrates the depth and diversity of the field. A few of the authors have published their conference presentations in the new journal Lifetime Data Analysis (Kluwer Academic Publishers).
Survival Analysis State Of The Art
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Author : John P. Klein
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Survival Analysis State Of The Art written by John P. Klein and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
Survival analysis is a highly active area of research with applications spanning the physical, engineering, biological, and social sciences. In addition to statisticians and biostatisticians, researchers in this area include epidemiologists, reliability engineers, demographers and economists. The economists survival analysis by the name of duration analysis and the analysis of transition data. We attempted to bring together leading researchers, with a common interest in developing methodology in survival analysis, at the NATO Advanced Research Workshop. The research works collected in this volume are based on the presentations at the Workshop. Analysis of survival experiments is complicated by issues of censoring, where only partial observation of an individual's life length is available and left truncation, where individuals enter the study group if their life lengths exceed a given threshold time. Application of the theory of counting processes to survival analysis, as developed by the Scandinavian School, has allowed for substantial advances in the procedures for analyzing such experiments. The increased use of computer intensive solutions to inference problems in survival analysis~ in both the classical and Bayesian settings, is also evident throughout the volume. Several areas of research have received special attention in the volume.
Introducing Survival And Event History Analysis
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Author : Melinda Mills
language : en
Publisher: SAGE
Release Date : 2011-01-19
Introducing Survival And Event History Analysis written by Melinda Mills and has been published by SAGE this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-01-19 with Social Science categories.
This book is an accessible, practical and comprehensive guide for researchers from multiple disciplines including biomedical, epidemiology, engineering and the social sciences. Written for accessibility, this book will appeal to students and researchers who want to understand the basics of survival and event history analysis and apply these methods without getting entangled in mathematical and theoretical technicalities. Inside, readers are offered a blueprint for their entire research project from data preparation to model selection and diagnostics. Engaging, easy to read, functional and packed with enlightening examples, ‘hands-on’ exercises, conversations with key scholars and resources for both students and instructors, this text allows researchers to quickly master advanced statistical techniques. It is written from the perspective of the ‘user’, making it suitable as both a self-learning tool and graduate-level textbook. Also included are up-to-date innovations in the field, including advancements in the assessment of model fit, unobserved heterogeneity, recurrent events and multilevel event history models. Practical instructions are also included for using the statistical programs of R, STATA and SPSS, enabling readers to replicate the examples described in the text.
How Long Do Housing Cycles Last A Duration Analysis For 19 Oecd Countries
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Author : Mr.Philippe Bracke
language : en
Publisher: International Monetary Fund
Release Date : 2011-10-01
How Long Do Housing Cycles Last A Duration Analysis For 19 Oecd Countries written by Mr.Philippe Bracke and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-10-01 with Business & Economics categories.
This paper analyzes the duration of house price upturns and downturns in the last 40 years for 19 OECD countries. I provide two sets of results, one pertaining to the average length and the other to the length distribution. On average, upturns are longer than downturns, but the difference disappears once the last house price boom is excluded. In terms of length distribution, upturns (but not downturns) are more likely to end as their duration increases. This duration dependence is consistent with a boom-bust view of house price dynamics, where booms represent departures from fundamentals that are increasingly difficult to sustain.
Using Quantile Regression For Duration Analysis
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Author : Bernd Fitzenberger
language : en
Publisher:
Release Date : 2008
Using Quantile Regression For Duration Analysis written by Bernd Fitzenberger and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
Quantile regression methods are emerging as a popular technique in econometrics and biometrics for exploring the distribution of duration data. This paper discusses quantile regression for duration analysis allowing for a flexible specification of the functional relationship and of the error distribution. Censored quantile regression address the issue of right censoring of the response variable which is common in duration analysis. We compare quantile regression to standard duration models. Quantile regression do not impose a proportional effect of the covariates on the hazard over the duration time. However, the method can not take account of time-varying covariates and it has not been extended so far to allow for unobserved heterogeneity and competing risks. We also discuss how hazard rates can be estimated using quantile regression methods. A small application with German register data on unemployment duration for younger workers demonstrates the applicability and the usefulness of quantile regression for empirical duration analysis.