Parametric and Parametrically Smoothed Distribution-Free Proportional Hazard Models with Discrete Data
Published in: Biometrical Journal, v. 33, no. 4, 1991, p. 441-454
Posted on RAND.org on December 31, 1990
This paper discusses discrete time proportional hazard models and suggests a new class of flexible hazard functions. Explicitly modeling the discreteness of data is important since standard continuous models are biased; allowing for flexibility in the hazard estimation is desirable since strong parametric restrictions are likely to be similarly misleading. Simulation compare continuous and discrete models when data are generated by grouping and demonstrate that simple approximations recover underlying hazards well and outperform nonparametric maximum likelihood estimates in terms of mean squared error.