Inference in the additive risk model with time-varying covariates subject to measurement errors

doi:10.1016/j.spl.2008.06.008

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	Inference in the additive risk model with time-varying covariates subject to measurement errors
	Sun, Liuquan2 ; Zhou, Xian 1
	2008-11-01
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	78 期号:16 页码:2559-2566
摘要	For the additive risk model with time-varying covariates which are subject to measurement errors, we study the estimation of both regression parameters and cumulative baseline hazard function. We first develop a procedure to estimate the regression parameters by correcting the bias of the naive estimator, and provide the large-sample properties of the bias-adjusted estimators. The procedure can be repeated to further improve the accuracy of the estimator. We then construct a corresponding estimator for the cumulative baseline hazard function and derive its asymptotic properties. Based on these results, confidence bands are constructed for the cumulative hazard function as well as the survival function. Monte Carlo studies are conducted to evaluate the performance of these estimators. (C) 2008 Elsevier B.V. All rights reserved.
DOI	10.1016/j.spl.2008.06.008
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000260752200001
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/6122
专题	应用数学研究所
通讯作者	Zhou, Xian
作者单位	1.Macquarie Univ, Dept Actuarial Studies, Sydney, NSW 2109, Australia 2.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Sun, Liuquan,Zhou, Xian. Inference in the additive risk model with time-varying covariates subject to measurement errors[J]. STATISTICS & PROBABILITY LETTERS,2008,78(16):2559-2566.
APA	Sun, Liuquan,&Zhou, Xian.(2008).Inference in the additive risk model with time-varying covariates subject to measurement errors.STATISTICS & PROBABILITY LETTERS,78(16),2559-2566.
MLA	Sun, Liuquan,et al."Inference in the additive risk model with time-varying covariates subject to measurement errors".STATISTICS & PROBABILITY LETTERS 78.16(2008):2559-2566.