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FAN JianQing1; ZHOU Yong2; CAI JianWen3; CHEN Min4
Source Publicationscienceinchinaseriesamathematics
AbstractMultivariate failure time data arise frequently in survival analysis. A commonly used technique is the working independence estimator for marginal hazard models. Two natural questions are how to improve the efficiency of the working independence estimator and how to identify the situations under which such an estimator has high statistical efficiency. In this paper, three weighted estimators are proposed based on three different optimal criteria in terms of the asymptotic covariance of weighted estimators. Simplified close-form solutions are found, which always outperform the working independence estimator. We also prove that the working independence estimator has high statistical efficiency, when asymptotic covariance of derivatives of partial log-likelihood functions is nearly exchangeable or diagonal. Simulations are conducted to compare the performance of the weighted estimator and working independence estimator. A data set from Busselton population health surveys is analyzed using the proposed estimators.
Funding Project[National Natural Science Foundation of China] ; [National Institutes of Health] ; [Natural Science Foundation] ; [National Natural Science Funds for Distinguisheel Young Scholar] ; [National Basic Research Program] ; [Creative Research Groups of China] ; [Leading Academic Disipline Program] ; [10th five year plan of 211 Project for Shanghai University of Finance and Economics (the 3rd phase)]
Document Type期刊论文
Recommended Citation
GB/T 7714
FAN JianQing,ZHOU Yong,CAI JianWen,et al. gainingefficiencyviaweightedestimatorsformultivariatefailuretimedata[J]. scienceinchinaseriesamathematics,2009,52(6):1113.
APA FAN JianQing,ZHOU Yong,CAI JianWen,&CHEN Min.(2009).gainingefficiencyviaweightedestimatorsformultivariatefailuretimedata.scienceinchinaseriesamathematics,52(6),1113.
MLA FAN JianQing,et al."gainingefficiencyviaweightedestimatorsformultivariatefailuretimedata".scienceinchinaseriesamathematics 52.6(2009):1113.
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