289 -
set of co-variates characterizing individual i. A particu-
lar attractive specification of the function for p, (t) is:
p. (t) = 1 - exp - exp(A, (t) + BX,))
(2)
because it will provide estimates that approximate those
that would have been obtained had the proportional hazards
or the Cox model been estimated for the underlying
continuous time model. In particular, these estimates will
not be dependent on the length of the time interval. This
specification can be estimated using the complementary
log-log "link" specification in GLIM.
If now A,(t) is further specified as:
A(t) - a + alogt,
(3)
we obtain an approximation to the Weibull model.
Interactions may here be tested using interaction terms
involving logt and the co-variates.
The discrete time approximation demands that the data with
the unit of analysis being spells be converted to
observations on each time unit for each individual. This
produces an enormous amount of information -- here about
10,000 observations. Since the event is quite rare and it
was necessary to reduce the sample size considerably because
of hardware limitations, the time unit was redefined as a
two week period and a random 308 sample from these observa-
tions were selected. This gave a sample of 2452 observa¬
tions for the present analysis.