Selection between proportional and stratified hazards models based on expected log-likelihood - Inserm - Institut national de la santé et de la recherche médicale Access content directly
Journal Articles Computational Statistics Year : 2007

Selection between proportional and stratified hazards models based on expected log-likelihood

Abstract

The problem of selecting between semi-parametric and proportional hazards models is considered. We propose to make this choice based on the expectation of the log-likelihood (ELL) which can be estimated by the likelihood cross-validation (LCV) criterion. The criterion is used to choose an estimator in families of semi-parametric estimators defined by the penalized likelihood. A simulation study shows that the ELL criterion performs nearly as well in this problem as the optimal Kullback-Leibler criterion in term of Kullback-Leibler distance and that LCV performs reasonably well. The approach is applied to a model of age-specific risk of dementia as a function of sex and educational level from the data of a large cohort study.
Fichier principal
Vignette du fichier
liquet_commenges_saracco_2007.pdf (435.19 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

inserm-00366565 , version 1 (09-03-2009)

Identifiers

Cite

Benoit Liquet, Jérôme Saracco, Daniel Commenges. Selection between proportional and stratified hazards models based on expected log-likelihood. Computational Statistics, 2007, 22 (4), pp.619-634. ⟨10.1007/s00180-007-0079-3⟩. ⟨inserm-00366565⟩
154 View
549 Download

Altmetric

Share

Gmail Facebook X LinkedIn More