A baseline-free procedure for transformation models under interval censorship

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	A baseline-free procedure for transformation models under interval censorship
	Gu, MG ; Sun, LQ; Zuo, GX
	2005-12-01
发表期刊	LIFETIME DATA ANALYSIS
ISSN	1380-7870
卷号	11 期号:4 页码:473-488
摘要	An important property of Cox regression model is that the estimation of regression parameters using the partial likelihood procedure does not depend on its baseline survival function. We call such a procedure baseline-free. Using marginal likelihood, we show that an baseline-free procedure can be derived for a class of general transformation models under interval censoring framework. The baseline-free procedure results a simplified and stable computation algorithm for some complicated and important semiparametric models, such as frailty models and heteroscedastic hazard/rank regression models, where the estimation procedures so far available involve estimation of the infinite dimensional baseline function. A detailed computational algorithm using Markov Chain Monte Carlo stochastic approximation is presented. The proposed procedure is demonstrated through extensive simulation studies, showing the validity of asymptotic consistency and normality. We also illustrate the procedure with a real data set from a study of breast cancer. A heuristic argument showing that the score function is a mean zero martingale is provided.
关键词	interval censored data marginal likelihood Markov chain Monte Carlo methods semiparametric models stochastic approximation transformation models
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Interdisciplinary Applications ; Statistics & Probability
WOS记录号	WOS:000233392800003
出版者	SPRINGER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/1613
专题	应用数学研究所
通讯作者	Gu, MG
作者单位	1.Univ Hong Kong, Dept Stat, Hong Kong, Hong Kong, Peoples R China 2.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China 3.Cent China Normal Univ, Dept Stat, Wuhan 430079, Peoples R China
推荐引用方式 GB/T 7714	Gu, MG,Sun, LQ,Zuo, GX. A baseline-free procedure for transformation models under interval censorship[J]. LIFETIME DATA ANALYSIS,2005,11(4):473-488.
APA	Gu, MG,Sun, LQ,&Zuo, GX.(2005).A baseline-free procedure for transformation models under interval censorship.LIFETIME DATA ANALYSIS,11(4),473-488.
MLA	Gu, MG,et al."A baseline-free procedure for transformation models under interval censorship".LIFETIME DATA ANALYSIS 11.4(2005):473-488.