Resumen de Hazard smoothing along two time scales

Angela Carollo, Hein Putter, Paul H. C. Eilers, Jutta Gampe

• The occurrence of events is mostly modelled by the hazard, and usually one considers only one preferred time scale. Other time scale(s) that may influence the event of interest are incorporated as a (time-varying) covariate(s).

  Here we propose an approach to estimate the hazard as a smooth bivariate function over two time scales using P-splines. We illustrate the model by analyzing the transition from cohabitation to marriage where the age of the individual and the duration of the cohabitation are relevant. Data come from the German Family Panel (pairfam) and we demonstrate that considering the two time scales jointly provides additional insights about the transition from cohabitation to marriage.