Message-ID: <x2ad4ebs74.fsf@biostat.ku.dk>
Date: 2004-01-23T15:27:59Z
From: Peter Dalgaard
Subject: how to take derivatives of a step function
In-Reply-To: <401132FC.6030407@comcast.net>
"Eugene Salinas (R)" <r-eugenesalinas at comcast.net> writes:
> Thanks. Here is some more info that may help:
>
> I am estimating a transformation model H(Y)=Xb+e and have obtained (up
> to a location parameter) an estimated of H(T), call it H_est(T). (Its
> a new estimator I am trying out that works with unspecified functional
> forms etc). Now if the model is a proportional hazard model then the
> integrated hazard is given by exp(H_est(T)) and hence the estimated
> hazard is d/dt(exp(H_est(T))).
>
> Thus, I need to figure out how to evaluate this last expression which
> is based on a step function.
Kernel smoothing. Look in e.g. Andersen,Borgan,Gill,Keiding:
Statistical Models Based on Counting Processes (1992, Springer), p.
230++
--
O__ ---- Peter Dalgaard Blegdamsvej 3
c/ /'_ --- Dept. of Biostatistics 2200 Cph. N
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907