Authors
Per Kragh Andersen, Richard D Gill
Publication date
1982/12/1
Journal
The annals of statistics
Pages
1100-1120
Publisher
Institute of Mathematical Statistics
Description
The Cox regression model for censored survival data specifies that covariates have a proportional effect on the hazard function of the life-time distribution of an individual. In this paper we discuss how this model can be extended to a model where covariate processes have a proportional effect on the intensity process of a multivariate counting process. This permits a statistical regression analysis of the intensity of a recurrent event allowing for complicated censoring patterns and time dependent covariates. Furthermore, this formulation gives rise to proofs with very simple structure using martingale techniques for the asymptotic properties of the estimators from such a model. Finally an example of a statistical analysis is included.
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Scholar articles
PK Andersen, RD Gill - The annals of statistics, 1982