Regularized Bidimensional Estimation of the Hazard Rate

Fuente: arXiv
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Auteurs principaux: Goepp, Vivien, Thalabard, Jean-Christophe, Nuel, Grégory, Bouaziz, Olivier
Format: Preprint
Publié: 2018
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author Goepp, Vivien
Thalabard, Jean-Christophe
Nuel, Grégory
Bouaziz, Olivier
author_facet Goepp, Vivien
Thalabard, Jean-Christophe
Nuel, Grégory
Bouaziz, Olivier
contents In epidemiological or demographic studies, with variable age at onset, a typical quantity of interest is the incidence of a disease (for example the cancer incidence). In these studies, the individuals are usually highly heterogeneous in terms of dates of birth (the cohort) and with respect to the calendar time (the period) and appropriate estimation methods are needed. In this article a new estimation method is presented which extends classical age-period-cohort analysis by allowing interactions between age, period and cohort effects. This paper introduces a bidimensional regularized estimate of the hazard rate where a penalty is introduced on the likelihood of the model. This penalty can be designed either to smooth the hazard rate or to enforce consecutive values of the hazard to be equal, leading to a parsimonious representation of the hazard rate. In the latter case, we make use of an iterative penalized likelihood scheme to approximate the L0 norm, which makes the computation tractable. The method is evaluated on simulated data and applied on breast cancer survival data from the SEER program.
format Preprint
id arxiv_https___arxiv_org_abs_1803_04853
institution arXiv
publishDate 2018
record_format arxiv
spellingShingle Regularized Bidimensional Estimation of the Hazard Rate
Goepp, Vivien
Thalabard, Jean-Christophe
Nuel, Grégory
Bouaziz, Olivier
Statistics Theory
Applications
Methodology
In epidemiological or demographic studies, with variable age at onset, a typical quantity of interest is the incidence of a disease (for example the cancer incidence). In these studies, the individuals are usually highly heterogeneous in terms of dates of birth (the cohort) and with respect to the calendar time (the period) and appropriate estimation methods are needed. In this article a new estimation method is presented which extends classical age-period-cohort analysis by allowing interactions between age, period and cohort effects. This paper introduces a bidimensional regularized estimate of the hazard rate where a penalty is introduced on the likelihood of the model. This penalty can be designed either to smooth the hazard rate or to enforce consecutive values of the hazard to be equal, leading to a parsimonious representation of the hazard rate. In the latter case, we make use of an iterative penalized likelihood scheme to approximate the L0 norm, which makes the computation tractable. The method is evaluated on simulated data and applied on breast cancer survival data from the SEER program.
title Regularized Bidimensional Estimation of the Hazard Rate
topic Statistics Theory
Applications
Methodology
url https://arxiv.org/abs/1803.04853