Hazard models with varying coefficients for multivariate failure time data

doi:10.1214/009053606000001145

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	Hazard models with varying coefficients for multivariate failure time data
	Cai, Jianwen ; Fan, Jianqing ; Zhou, Haibo ; Zhou, Yong
	2007-02-01
发表期刊	ANNALS OF STATISTICS
ISSN	0090-5364
卷号	35 期号:1 页码:324-354
摘要	Statistical estimation and inference for marginal hazard models with varying coefficients for multivariate failure time data are important subjects in survival analysis. A local pseudo-partial likelihood procedure is proposed for estimating the unknown coefficient functions. A weighted average estimator is also proposed in an attempt to improve the efficiency of the estimator. The consistency and asymptotic normality of the proposed estimators are established and standard error formulas for the estimated coefficients are derived and empirically tested. To reduce the computational burden of the maximum local pseudo-partial likelihood estimator, a simple and useful one-step estimator is proposed. Statistical properties of the one-step estimator are established and simulation studies are conducted to compare the performance of the one-step estimator to that of the maximum local pseudo-partial likelihood estimator. The results show that the one-step estimator can save computational cost without compromising performance both asymptotically and empirically and that an optimal weighted average estimator is more efficient than the maximum local pseudo-partial likelihood estimator. A data set from the Busselton Population Health Surveys is analyzed to illustrate our proposed methodology.
关键词	local pseudo-partial likelihood marginal hazard model martingale multivariate failure time one-step estimator varying coefficients
DOI	10.1214/009053606000001145
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000247498100013
出版者	INST MATHEMATICAL STATISTICS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/4683
专题	应用数学研究所
通讯作者	Cai, Jianwen
作者单位	1.Univ N Carolina, Dept Biostat, Chapel Hill, NC 27599 USA 2.Princeton Univ, Dept Operat Res & Financial Engn, Princeton, NJ 08540 USA 3.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China 4.Chinese Acad Sci, Ctr Stat, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Cai, Jianwen,Fan, Jianqing,Zhou, Haibo,et al. Hazard models with varying coefficients for multivariate failure time data[J]. ANNALS OF STATISTICS,2007,35(1):324-354.
APA	Cai, Jianwen,Fan, Jianqing,Zhou, Haibo,&Zhou, Yong.(2007).Hazard models with varying coefficients for multivariate failure time data.ANNALS OF STATISTICS,35(1),324-354.
MLA	Cai, Jianwen,et al."Hazard models with varying coefficients for multivariate failure time data".ANNALS OF STATISTICS 35.1(2007):324-354.