Hello,
I am trying to model an intensity function with time-varying covariates.
Before, I have successfully defined a log likelihood function for a
Power-Law Process (lambda(t)=alpha*beta*t^(beta-1)) with two paramters
and no covariates for a repairable systems with failure times (t).
This function was maximized with R optim. No problem!
But now I want to include a covariate indicating a time-varying value at
each failure time t. For constant covariates, the procedure is feasible :
leads to following log likelihood funciton:
here zi are the covariates which are constant for each unit i under
observation. tij are the failure time for failure j of unit i.
Do you know how to formulate a log likelihood function for covariates
which vary for each tj of each unit i ?
Thank you very much
Best regards
Martin Wagner
Berlin University of Technology
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