Abstract
The exponential distribution, with its constant hazard assumption, is too inflexible to be useful in most lifetime data applications. The piecewise exponential model, by contrast, is a generalization of the exponential which can offer considerable flexibility for modeling. In Chap. 2 (Exercise 2.5) we saw a simple piecewise exponential model with two “pieces”. That is, the survival time axis was divided into two intervals, with a constant hazard on each interval. Here we show how to generalize this model to accommodate multiple intervals on which the hazard is constant. An important feature of the piecewise exponential is that the likelihood is equivalent to a Poisson likelihood. Thus, we can use a Poisson model-fitting function in R to find maximum likelihood estimates of the hazard function and of parameters of a proportional hazards model.
The original version of this chapter was revised. An erratum to this chapter can be found at DOI 10.1007/978-3-319-31245-3_13
An erratum to this chapter can be found at http://dx.doi.org/10.1007/978-3-319-31245-3_13
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Notes
- 1.
The “icfit” function in the “interval” package does not require times to have values greater than zero, but the “survreg” function does.
- 2.
The “Icens” package is on bioconductor,http:www.bioconductor.org. In the R graphical interface window, be sure to select the drop down menu items “Packages”, then “Repositories”, and then include “BioC software” in addition to the default repository “CRAN”.
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Moore, D.F. (2016). Additional Topics. In: Applied Survival Analysis Using R. Use R!. Springer, Cham. https://doi.org/10.1007/978-3-319-31245-3_12
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DOI: https://doi.org/10.1007/978-3-319-31245-3_12
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