Global Partial Likelihood for Nonparametric Proportional Hazards Models

doi:10.1198/jasa.2010.tm08636

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	Global Partial Likelihood for Nonparametric Proportional Hazards Models
	Chen, Kani 1; Guo, Shaojun 2; Sun, Liuquan2 ; Wang, Jane-Ling 3
	2010-06-01
发表期刊	JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
ISSN	0162-1459
卷号	105 期号:490 页码:750-760
摘要	As an alternative to the local partial likelihood method of Tibshirani and Hastie and Fan, Gijbels, and King. a global partial likelihood method is proposed to estimate the covariate effect in a nonparametric proportional hazards model, lambda(t vertical bar x) = exp{psi(x)}lambda(0)(t). The estimator, (psi) over cap (x), reduces to the Cox partial likelihood estimator if the covariate is discrete. The estimator is shown to be consistent and semiparametrically efficient for linear functionals of psi(x). Moreover, Breslow-type estimation of the cumulative baseline hazard function, using the proposed estimator (psi) over cap (x), is proved to be efficient. The asymptotic bias and variance are derived under regularity conditions. Computation of the estimator involves an iterative but simple algorithm. Extensive simulation studies provide evidence supporting the theory. The method is illustrated with the Stanford heart transplant data set. The proposed global approach is also extended to a partially linear proportional hazards model and found to provide efficient estimation of the slope parameter. This article has the supplementary materials online.
关键词	Cox model Local linear smoothing Local partial likelihood Semiparametric efficiency
DOI	10.1198/jasa.2010.tm08636
语种	英语
资助项目	Hong Kong RGC[600706] ; Hong Kong RGC[600307] ; Key Laboratory of RCSDS, CAS[2008DP173182] ; National Natural Science Foundation of China[10731010] ; National Natural Science Foundation of China[10971015] ; National Natural Science Foundation of China[10721101] ; National Basic Research Program of China (973 Program)[2008DP173182] ; National Basic Research Program of China (973 Program)[2007CB814902] ; U.S. National Science Foundation[DMS04-06430] ; U.S. National Science Foundation[DMS09-06813] ; National Institute of Health[1 R01 AG025218-01]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000280216700026
出版者	AMER STATISTICAL ASSOC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/10270
专题	应用数学研究所
通讯作者	Chen, Kani
作者单位	1.HKUST, Dept Math, Kowloon, Hong Kong, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China 3.Univ Calif Davis, Dept Stat, Davis, CA 95616 USA
推荐引用方式 GB/T 7714	Chen, Kani,Guo, Shaojun,Sun, Liuquan,et al. Global Partial Likelihood for Nonparametric Proportional Hazards Models[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,2010,105(490):750-760.
APA	Chen, Kani,Guo, Shaojun,Sun, Liuquan,&Wang, Jane-Ling.(2010).Global Partial Likelihood for Nonparametric Proportional Hazards Models.JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,105(490),750-760.
MLA	Chen, Kani,et al."Global Partial Likelihood for Nonparametric Proportional Hazards Models".JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION 105.490(2010):750-760.