Publications

A two-stage estimation procedure for non-linear structural equation models

Applications of structural equation models (SEMs) are often restricted to linear associations between variables. Maximum likelihood …
Klaus Kähler Holst, Esben Budtz-Jørgensen
Preprint DOI
A two-stage estimation procedure for non-linear structural equation models

Modeling the cumulative incidence function of multivariate competing risks data allowing for within-cluster dependence of risk and timing

We propose to model the cause-specific cumulative incidence function of multivariate competing risks data using a random effects model …
Luise Cederkvist, Klaus Kähler Holst, Klaus Kaa Andersen, Thomas Scheike
DOI
Modeling the cumulative incidence function of multivariate competing risks data allowing for within-cluster dependence of risk and timing

Cox regression with missing covariate data using a modified partial likelihood method

Missing covariate values is a common problem in survival analysis. In this paper we propose a novel method for the Cox regression model …
Torben Martinussen, Klaus Kähler Holst, Thomas H. Scheike
Preprint DOI
Cox regression with missing covariate data using a modified partial likelihood method

The liability threshold model for censored twin data

Family studies provide an important tool for understanding etiology of diseases, with the key aim of discovering evidence of family …
Klaus Kähler Holst, Thomas H. Scheike, Jacob Hjelmborg
Preprint DOI
The liability threshold model for censored twin data

Measuring early or late dependence for bivariate lifetimes of twins

We consider data from the Danish twin registry and aim to study in detail how lifetimes for twin-pairs are correlated. We consider …
Thomas H. Scheike, Klaus Kähler Holst, Jacob B. Hjelmborg
DOI
Measuring early or late dependence for bivariate lifetimes of twins

Linear latent variable models: the lava-package

An R package for specifying and estimating linear latent variable models is presented. The philosophy of the implementation is to …
Klaus Kähler Holst, Esben Budtz-Jørgensen
Preprint DOI
Linear latent variable models: the lava-package

Convergence of Markov Chains in Information Divergence

Information theoretic methods are used to prove convergence in information divergence of reversible Markov chains. Also some ergodic …
Peter Harremoës, Klaus Kähler Holst
Preprint DOI
Convergence of Markov Chains in Information Divergence