PHMPL: a computer program for hazard estimation using a penalized likelihood method with interval-censored and left-truncated data.
The Cox model is the model of choice when analyzing right-censored and possibly left-truncated survival data. The present paper proposes a program to estimate the hazard function in a proportional hazards model and also to treat more complex observation schemes involving general censored and left-truncated data. The hazard function estimator is defined non-parametrically as the function which maximizes a penalized likelihood, and the solution is approximated using splines. The smoothing parameter is chosen using approximate cross-validation. Confidence bands for the estimator are given. As an illustration, the age-specific incidence of dementia is estimated and one of its risk factors is studied.
Joly
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P
ISPED, Université Victor Segalen Bordeaux II, France. pierre.joly@dim.u-bordeaux2.fr
Letenneur
L
L
Alioum
A
A
Commenges
D
D
D000367:Age Factors; D000368:Aged; D000369:Aged, 80 and over; D001499:Bayes Theorem; D016001:Confidence Intervals; D003704:Dementia / Q000175:diagnosis / Q000453:epidemiology; D004522:Educational Status; D006801:Humans; D016013:Likelihood Functions; D008432:Mathematical Computing; D016016:Proportional Hazards Models; D018570:Risk Assessment / Q000379:methods*; D012307:Risk Factors; D012984:Software