KMS Of Academy of mathematics and systems sciences, CAS
| A baseline-free procedure for transformation models under interval censorship | |
Gu, MG; Sun, LQ ; Zuo, GX
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| 2005-12-01 | |
| Source Publication | LIFETIME DATA ANALYSIS
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| ISSN | 1380-7870 |
| Volume | 11Issue:4Pages:473-488 |
| Abstract | 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. |
| Keyword | interval censored data marginal likelihood Markov chain Monte Carlo methods semiparametric models stochastic approximation transformation models |
| Language | 英语 |
| WOS Research Area | Mathematics |
| WOS Subject | Mathematics, Interdisciplinary Applications ; Statistics & Probability |
| WOS ID | WOS:000233392800003 |
| Publisher | SPRINGER |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/1613 |
| Collection | 应用数学研究所 |
| Corresponding Author | Gu, MG |
| Affiliation | 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 |
| Recommended Citation 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. |
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