Competing risks models with two time scales
In: Torelli, N., Bellio, R., Muggeo, V. (Eds.): Proceedings of the 36th International Workshop on Statistical Modelling (IWSM), Trieste, Italy, 18–22 July 2022, 123–128
Trieste, EUT Edizioni Università di Trieste (2022)
Competing risks models can involve more than one time scale. We propose a model for competing events in which the cause-speciﬁc hazards vary smoothly over two times scales. We estimate these two-dimensional hazard functions by P-splines, exploiting the equivalence between hazard smoothing and Poisson regression. As the data are arranged on a grid we can make use of genalized linear array models (GLAM) for eﬃcient computations. We present an application to the study of transitions out of non-marital cohabitation in Germany.