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Local Linear Estimation for Time-Dependent Coefficients in Cox's Regression Models

✍ Scribed by ZONGWU CAI; YANQING SUN

Book ID
108536206
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
241 KB
Volume
30
Category
Article
ISSN
0303-6898

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## Abstract A linear regression model with random walk coefficients is extended to allow for linear restrictions between the coefficients to be satisfied at each point in time. Estimation in this model is shown to be no more involved than estimation in the standard model. It is also demonstrated ho