A FORTRAN program for multivariate survival analysis on the personal computer.
In this paper a FORTRAN program is presented for multivariate survival or life table regression analysis in a competing risks' situation. The relevant failure rate (for example, a particular disease or mortality rate) is modelled as a log-linear function of a vector of (possibly time-dependent) explanatory variables. The explanatory variables may also include the variable time itself, which is useful for parameterizing piecewise exponential time-to-failure distributions in a Gompertz-like or Weibull-like way as a more efficient alternative to Cox's proportional hazards model. Maximum likelihood estimates of the coefficients of the log-linear relationship are obtained from the iterative Newton-Raphson method. The program runs on a personal computer under DOS; running time is quite acceptable, even for large samples.
Mulder
P G
PG
Institute of Biostatistics, Erasmus University, Rotterdam, The Netherlands.
D000206:Actuarial Analysis; D008432:Mathematical Computing; D008838:Microcomputers; D011381:Programming Languages; D011446:Prospective Studies; D012044:Regression Analysis; D012984:Software; D012985:Software Design