Parametric Models and Estimation Flashcards
Give the De Moivre hazard function?
h(t) = 1 / (w-t)
Give the weibull hazard function
h(t) = a * t(a-1)
Give the Gopertz hazard function
h(t) = Bc^t
Give the integrated hazard of the Gompertz function
-(c^t) * (-B / ln(c) )
What is the asymptotic variance of the MLE
- 1 / E( d^2l / dθ^2)
How do you linearise an exponential distribution? POSSIBLE EXAM LEARN HOW TO DO
plot - log( S(t) ) against t
How do you linearise a weibull distribution? POSSIBLE EXAM LEARN HOW TO DO
plot log(−log(Sˆ(t)) against log(t)
How do you linearise a Gompertz distribution? POSSIBLE EXAM LEARN HOW TO DO
plot of log(−log(Sˆ(t)) against t
How do you linearise a log-logistic distribution? POSSIBLE EXAM LEARN HOW TO DO
plot log( S(t) / 1 - S(t) ) against log(t)
Give the log linear model and explain the constant c
S0(t) = S1(t/c)
If c<1 covariate group age faster than reference group
Give the proportional hazard model
S1(t) = S0(t) ^λ
Give the proportional odds model
λlogit( 1 - S1(t) ) = logit ( 1 - S0(t) ) - log(λ)