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2005 Aug 17
1
GLM/GAM and unobserved heterogeneity
...ame month), so I've been told that coxph won't work well on a large dataset with many ties. On the other hand, because the data is measured discretely each month, many references suggest applying generalized linear models (GLM, "logit"-type models) or even generalized addivitive models (GAM, "logit"-type models that incorporate nonlinearity in individual covariates). The advantage to this approach is that GLM and GAM are readily available in R, and my audience is very familiar with logit- type models. The disadvantage, however, is that I am totall...