Socio-Economic Status, Health Shocks, Life Satisfaction and Mortality: Evidence from an Increasing Mixed Proportional Hazard Model The socio-economic gradient in health remains a controversial topic in economics and other social sciences. In this paper we develop a new duration model that allows for unobserved persistent individual-specific health shocks and provides new evidence on the roles o...

Up-to-date information about CPR's research projects and other activities is available from our World Wide Web site at www-cpr.maxwell.syr.edu. All recent working papers and Policy Briefs can be read and/or printed from there as well. ABSTRACT In survival analysis, Cox's name is associated with the partial likelihood technique that allows consistent estimation of proportional hazard scale param...

results survival probabilities at different times were determined using the cox proportional hazards and a neural network with three nodes in the hidden layer; the ratios of standard errors with these two methods to the kaplan-meier method were 1.1593 and 1.0071, respectively, revealed a significant difference between cox and kaplan-meier (p < 0.05) and no significant difference between cox and...

We discuss the use of local likelihood methods to fit proportional hazards regression models to right and interval censored data. The assumed model allows for an arbitrary, smoothed baseline hazard on which a vector of covariates operates in a proportional manner, and thus produces an interpretable baseline hazard function along with estimates of global covariate effects. For estimation, we ext...

This paper puts a focus on the hazard function of inter-trade durations to characterize the intraday trading process. It sheds light on the time varying trade intensity and, thus, on the liquidity of an asset and the information channels which propagate price signals among asymmetrically informed market participants. We show, based on an exogenous information process, that the way traders aggre...

BACKGROUND The aim of this study was to predict the survival rate of Iranian gastric cancer patients using the Cox proportional hazard and artificial neural network models as well as comparing the ability of these approaches in predicting the survival of these patients. METHODS In this historical cohort study, the data gathered from 436 registered gastric cancer patients who have had surgery ...

This paper develops a class of density regression models based on proportional hazards family, namely, Gamma transformation proportional hazard (Gt-PH) model . Exact inference for the regression parameters and hazard ratio is derived. These estimators enjoy some good properties such as unbiased estimation, which may not be shared by other inference methods such as maximum likelihood estimate (M...

In this paper we develop mixed proportional hazard models in discrete time when there is cross sectional duration dependence because of the social interactions. To capture the cross sectional dependence, we use the lagged binary indicators of neighbors, which are weighted by the spatial weight matrix. We investigate the nonparametric specification for the baseline hazard and the unobserved hete...

Corresoonding Author: Suja M. Aboukhamseen Department of Statistics and Operations Research, Faculty of Science, Kuwait University, P.O. Box 5969, Safat 13060, Kuwait Email: [email protected] Abstract: In this study, we have considered the proportional hazard version of the inverse Weibull distribution. It has been shown that the density and hazard rate functions are unimodal and the mean...

OBJECTIVE To examine the effect of proton pump inhibitors on adverse cardiovascular events in aspirin treated patients with first time myocardial infarction. DESIGN Retrospective nationwide propensity score matched study based on administrative data. Setting All hospitals in Denmark. PARTICIPANTS All aspirin treated patients surviving 30 days after a first myocardial infarction from 1997 to...