In a quick search for something in S to fit Aalen-Johansen event history
models I noticed the following suggestion made in response to Charlie
Roosen's general inquiry about improvements in Splus:
<On Sun, 29 Mar 1998 andrey@utstat.toronto.edu wrote:
<
<.......
<
<(2) With not too much effort, the coxph() function could be extended to
<allow for Aalen-Johansen-Regression, as described in
<
<Andersen P K, Hansen L S, Keiding N: Non- and Semi-parametric Estimation
<of Transition Probabilities from Censored Observation of a
<non-homogeneous Markov Process. Scand J Statist 18: 153-167 (1991)
<
<i.e. a proportional-hazards regression model for non-homogenous markov
<models. This requires joining the results (separate or joined) cox-models
<for all transitions, calculating the Aalen-Johansen (Product Limit)
<estimator for the transition matrix and it's variance (both have the
<recursive structure of (1), by the way).
Does anyone know of any progress along this line?
url: http://www.econ.uiuc.edu Roger Koenker
email roger@ysidro.econ.uiuc.edu Department of Economics
vox: 217-333-4558 University of Illinois
fax: 217-244-6678 Champaign, IL 61820
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