A Simulation Study of the Conditional Gaussian Diffusion Process Model of Survival Analysis

Rajulton F & Yashin AI (1986). A Simulation Study of the Conditional Gaussian Diffusion Process Model of Survival Analysis. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-86-006

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Abstract

The recently developed conditional Gaussian diffusion process model is a powerful tool of survival analysis. Its generality not only encompasses the survival models to date but also brings into focus the influence of unobserved variables related to "death" of individuals. Further, that the model makes feasible a unique estimation of the parameters of the underlying unobserved or partially observed process is shown in this paper through a set of simulated data on death times and an unobserved variable. Possibilities of extensive use of the model to areas other than mortality are pointed out.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Flexible Manufacturing (FMF)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:57
Last Modified: 05 Nov 2016 01:20
URI: http://pure.iiasa.ac.at/2853

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