MUHAZ
Nonparametric Hazard Estimation
Description
Estimates a hazard function from right-censored data using
kernel-based methods. Options include three types of bandwidth
functions, three types of boundary correction, and four shapes for the
kernel function. Uses the global and local bandwidth selection
algorithms and the boundary kernel formulations described in Mueller
and Wang (1994). The nearest neighbor bandwidth formulation is based
on that described in Gefeller and Dette (1992). The statistical
properties of many of these estimators are reported and compared in
Hess et al (1999). Based on the HADES program developed by H.G.
Mueller.
Contact: Ken Hess
References
H.G. Mueller and J.L. Wang - Hazard Rates Estimation Under Random Censoring
with Varying Kernels and Bandwidths, Biometrics 50, 61-76, March 1994
Gefeller and H. Dette - Nearest Neighbour Kernel Estimation of the
Hazard Function From Censored Data, J. Statist. Comput. Simul., Vol.43, 1992,
93-101
Hess, K., Serachitopol, D., and Brown, B. W."Hazard Function Estimators: A Simulation Study'",
Statistics in Medicine 18:3075-3088, 1999.
Software developed by Dan Serachitopol
Language: S-PLUS; includes C and Fortran code