Discrete Duration Models Combining Dynamic and Random Effects

摘要

Survival data may include two different sources of variation, namely variation over time and variation over units. If both of these variations are present, neglecting one of them can cause serious bias in the estimations. Here we present an approach for discrete duration data that includes both time-varying and unit-specific effects To model these two variations simultaneously. The approach is a combination of a dynamic survival model with Dynamic time-varying baseline and covariate effects and a frailty model measuring unobserved heterogeneity with Random effects varying independently over units.