A latent class Cox model for heterogeneous time-to-event data

DOI10.1016/j.jeconom.2022.08.009OpenAlexW4309833312MaRDI QIDQ6150514

Jinfeng Xu, Youquan Pei, Heng Peng

Publication date: 6 March 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.08.009

zbMATH Keywords

EM algorithmsurvival datadefault risklatent class modelpenalized likelihoodheterogeneous covariate effects

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimating the dimension of a model
• Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes
• Unsupervised learning of mixture regression models for longitudinal data
• Least squares after model selection in high-dimensional sparse models
• Subgroup Analysis with Time-to-Event Data Under a Logistic-Cox Mixture Model
• Model Selection for Gaussian Mixture Models
• An Extension of Cox's Regression Model
• Subtype classification and heterogeneous prognosis model construction in precision medicine
• Credit Scoring and Its Applications
• Variable Selection in Finite Mixture of Regression Models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Time‐Dependent ROC Curves for Censored Survival Data and a Diagnostic Marker
• Mixture of Regression Models With Varying Mixing Proportions: A Semiparametric Approach
• Credit scoring with macroeconomic variables using survival analysis
• Model selection for the localized mixture of experts models
• Inference for Subgroup Analysis With a Structured Logistic-Normal Mixture Model

This page was built for publication: A latent class Cox model for heterogeneous time-to-event data