Introduction
This chapter deals with several issues that arise for all the methods we have previously discussed. The first two issues—heterogeneity and repeated events—are closely related. One problem with the models we have been considering is that biological and social entities usually differ in ways that are not fully captured by the model. This unobserved heterogeneity can produce misleading estimates of hazard functions and attenuated estimates of covariate effects. When individuals can experience more than one event, unobserved heterogeneity can also produce dependence among the observations, leading to biased standard errors and test statistics. We’ll survey a variety of methods for dealing with these problems. Later in the chapter, we’ll ...
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