SURVIVAL ANALYSIS FOR PERSONAL LOAN DATA USING GENERALIZED ADDITIVE MODELS
スポンサーリンク
概要
- 論文の詳細を見る
This article presents flexible methods for modeling censored survival data using penalized smoothing splines when the covariate values change for the duration of the study. The Cox proportional hazards model has been widely used for the analysis of censored survival data. However, a number of theoretical problems with respect to the baseline survival function and the baseline cumulative hazard function remain unsolved. The basic concept considered in the present article is to use generalized additive models (GAM) with B-splines to estimate the survival function without the baseline hazard assumption. The proposed methods are discussed according to the way in which they deal with censored observations, competing risk, and time-dependent covariates. We evaluate the performance of the proposed method for predicting loan default with early payment as competing risk using data from a U.K. financial institution.
- 日本行動計量学会の論文
日本行動計量学会 | 論文
- 2. Bayesian Generalized Bradley-Terry Model using RJMCMC
- 予測変数を伴う展開型項目反応モデル(一般セッション IRT)
- 刺激が複数の要因の影響下にあるときの尺度構成法 : Bradley-Terryモデルを用いて(セッションN-11(MK202) 一般セッション 心理2)
- プログラミング演習支援のためのコンパイルエラー分析(e-learning・e-testing)
- 4.問題解決力を涵養する統計教育支援教材の研究開発(特別セッション 問題解決力を育む統計教育の展開)