scholarly journals EXAMINING THE TIMING OF WOMEN'S RETIREMENT IN URBAN CHINA: A DISCRETE TIME HAZARD RATE APPROACH

2017 ◽  
Vol 36 (3) ◽  
pp. 451-466 ◽  
Author(s):  
Denise Hare
Keyword(s):  
Discrete Time ◽  
Hazard Rate ◽  
Urban China ◽  
Women's Retirement

scholarly journals Smoothed Maximum Score Estimation of Discrete Duration Models

2019 ◽  
Vol 12 (2) ◽  
pp. 64 ◽  
Author(s):  
Sadat Reza ◽  
Paul Rilstone
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Simulations ◽  
Discrete Time ◽  
Hazard Rate ◽  
Duration Models ◽  
Finite Sample ◽  
Time Duration ◽  
Maximum Score ◽  
Finite Sample Properties ◽  
Error Distributions

This paper extends Horowitz’s smoothed maximum score estimator to discrete-time duration models. The estimator’s consistency and asymptotic distribution are derived. Monte Carlo simulations using various data generating processes with varying error distributions and shapes of the hazard rate are conducted to examine the finite sample properties of the estimator. The bias-corrected estimator performs reasonably well for the models considered with moderately-sized samples.

scholarly journals Continuous and discrete-time survival prediction with neural networks

2021 ◽  
Author(s):  
Håvard Kvamme ◽  
Ørnulf Borgan
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Discrete Time ◽  
Continuous Time ◽  
Hazard Rate ◽  
Survival Models ◽  
Survival Prediction ◽  
Constant Density ◽  
Time To Event ◽  
Piecewise Constant

AbstractDue to rapid developments in machine learning, and in particular neural networks, a number of new methods for time-to-event predictions have been developed in the last few years. As neural networks are parametric models, it is more straightforward to integrate parametric survival models in the neural network framework than the popular semi-parametric Cox model. In particular, discrete-time survival models, which are fully parametric, are interesting candidates to extend with neural networks. The likelihood for discrete-time survival data may be parameterized by the probability mass function (PMF) or by the discrete hazard rate, and both of these formulations have been used to develop neural network-based methods for time-to-event predictions. In this paper, we review and compare these approaches. More importantly, we show how the discrete-time methods may be adopted as approximations for continuous-time data. To this end, we introduce two discretization schemes, corresponding to equidistant times or equidistant marginal survival probabilities, and two ways of interpolating the discrete-time predictions, corresponding to piecewise constant density functions or piecewise constant hazard rates. Through simulations and study of real-world data, the methods based on the hazard rate parametrization are found to perform slightly better than the methods that use the PMF parametrization. Inspired by these investigations, we also propose a continuous-time method by assuming that the continuous-time hazard rate is piecewise constant. The method, named PC-Hazard, is found to be highly competitive with the aforementioned methods in addition to other methods for survival prediction found in the literature.

The Effect of Partly Missing Covariates on Statistical Power in Randomized Controlled Trials With Discrete-Time Survival Endpoints

Methodology ◽  
2017 ◽  
Vol 13 (2) ◽  
pp. 41-60
Author(s):  
Shahab Jolani ◽  
Maryam Safarkhani
Keyword(s):  
Randomized Controlled Trials ◽  
Discrete Time ◽  
Treatment Effect ◽  
Survival Data ◽  
Controlled Trials ◽  
Missing Covariates ◽  
Indicator Method ◽  
Imputation Methods ◽  
Randomized Controlled ◽  
Baseline Covariates

Abstract. In randomized controlled trials (RCTs), a common strategy to increase power to detect a treatment effect is adjustment for baseline covariates. However, adjustment with partly missing covariates, where complete cases are only used, is inefficient. We consider different alternatives in trials with discrete-time survival data, where subjects are measured in discrete-time intervals while they may experience an event at any point in time. The results of a Monte Carlo simulation study, as well as a case study of randomized trials in smokers with attention deficit hyperactivity disorder (ADHD), indicated that single and multiple imputation methods outperform the other methods and increase precision in estimating the treatment effect. Missing indicator method, which uses a dummy variable in the statistical model to indicate whether the value for that variable is missing and sets the same value to all missing values, is comparable to imputation methods. Nevertheless, the power level to detect the treatment effect based on missing indicator method is marginally lower than the imputation methods, particularly when the missingness depends on the outcome. In conclusion, it appears that imputation of partly missing (baseline) covariates should be preferred in the analysis of discrete-time survival data.

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