Nonsmooth backfitting for the excess risk additive regression model with two survival time scales

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We consider an extension of Aalen's additive regression model that allows covariates to have effects that vary on two different time scales. The two time scales considered are equal up to a constant for each individual and vary across individuals, such as follow-up time and age in medical studies or calendar time and age in longitudinal studies. The model was introduced in Scheike (2001), where it was solved using smoothing techniques. We present a new backfitting algorithm for estimating the structured model without having to use smoothing. Estimators of the cumulative regression functions on the two time scales are suggested by solving local estimating equations jointly on the two time scales. We provide large-sample properties and simultaneous confidence bands. The model is applied to data on myocardial infarction, providing a separation of the two effects stemming from time since diagnosis and age.

Original languageEnglish
JournalBiometrika
Volume108
Issue number2
Pages (from-to)491-506
Number of pages16
ISSN0006-3444
DOIs
Publication statusPublished - 2021

    Research areas

  • Aalen model, Counting process, Disability model, Generalized additive model, Illness-death model, Multiple time scale, Nonparametric estimation, Varying-coefficient model, ESTIMATOR

ID: 273747742