Exogenous time-varying covariates in double additive cure survival model with application to fertility
(2023) , 24 pages
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- Abstract
- Extended cure survival models enable to separate covariates that affect the probability of an event (or long-term survival) from those only affecting the event timing (or short-term survival). We propose to generalize the bounded cumulative hazard model to handle additive terms for time-varying (exogenous) covariates jointly impacting long- and short-term survival. The selection of the penalty parameters is a challenge in that framework. A fast algorithm based on Laplace approximations in Bayesian P-spline models is proposed. The methodology is motivated by fertility studies where women’s characteristics such as the employment status and the income (to cite a few) can vary in a non-trivial and frequent way during the individual follow-up. The method is furthermore illustrated by drawing on register data from the German Pension Fund which enabled us to study how women’s time-varying earnings relate to first birth transitions.
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Citations
Lambert, P., & Kreyenfeld, M. (2023). Exogenous time-varying covariates in double additive cure survival model with application to fertility (LIDAM Discussion Paper ISBA 2023/06). https://hdl.handle.net/2078.5/102242