Smoothing Hazard Functions and Time-Varying Effects in Discrete Duration and Competing Risks Models
离散持续期与竞争风险模型中风险率及时变效应的平滑估计
State-space or dynamic approaches to discrete or grouped duration data with competing risks or multiple terminating events allow simultaneous modeling and smooth estimation of hazard functions and time-varying effects in a flexible way. Full Bayesian or posterior mean estimation, using numerical integration techniques or Monte Carlo methods, can become computationally rather demanding or even infeasible for higher dimensions and larger datasets. Therefore, based on previous…