Regression models

In the previous chapter we considered situations where the data may be summarized into one or a few counting processes registering the occurrences of an event of interest. Such situations occur when the population in question is grouped into a few subpopulations according to the value of one or two categorical covariates. However, usually there are more than two covariates of interest in a study, and some of them may be numeric. Then, as in almost all parts of statistics, grouping is no longer a useful option, and regression models are called for.

For ease of exposition, in the main body of the chapter we will assume that we are interested in only one type of event for each individual. However, most results carry over with only minor modifications to the situation where more than one type of event is of interest (e.g., deaths due to different causes), and this situation is considered briefly in Section 4.2.9.