Evaluating the Effects of Observed and Unobserved Diffusion Processes in Survival Analysis of Longitudinal Data

Yashin AI & Manton KG (1984). Evaluating the Effects of Observed and Unobserved Diffusion Processes in Survival Analysis of Longitudinal Data. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-84-058

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Abstract

In analyses of human survival often explicit consideration of the dynamics of physiological processes governing survival is not made. Failure to consider the influence of such processes can lead to incorrect inferences about the operation of such processes and the inability to forecast future changes in survival. An explicit model of such processes has been presented by Woodbury and Manton (1977). Myers (1981) developed another approach based on the appropriate extension of the Cameron-Martin method. We show that estimation can be conducted using a conditional Gaussian strategy and that the conditional Gaussian approach offers several substantive and computational advantages.

Item Type: Monograph (IIASA Collaborative Paper)
Research Programs: World Population (POP)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:55
Last Modified: 21 Jul 2016 18:51
URI: http://pure.iiasa.ac.at/2519

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