Gaining efficiency via weighted estimators for multivariate failure time data

doi:10.1007/s11425-009-0076-9

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	Gaining efficiency via weighted estimators for multivariate failure time data
	Fan JianQing 1,2; Zhou Yong1,3 ; Cai JianWen 4; Chen Min 3
	2009-06-01
发表期刊	SCIENCE IN CHINA SERIES A-MATHEMATICS
ISSN	1006-9283
卷号	52 期号:6 页码:1113-1128
摘要	Multivariate 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.
关键词	marginal hazard model pseudo-partial likelihood working independence estimator optimal weight
DOI	10.1007/s11425-009-0076-9
语种	英语
资助项目	National Natural Science Foundation of China[10628104] ; National Natural Science Foundation of China[10731010] ; National Institutes of Health[R01-GM072611] ; National Institutes of Health[R01-HL57444] ; Natural Science Foundation[DMS-0714554] ; National Natural Science Funds for Distinguisheel Young Scholar[70825004] ; National Basic Research Program[2007CB814902] ; Creative Research Groups of China[10721101] ; Leading Academic Disipline Program ; 10th five year plan of 211 Project for Shanghai University of Finance and Economics (the 3rd phase)
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000266927600007
出版者	SCIENCE PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/7612
专题	应用数学研究所
通讯作者	Zhou Yong
作者单位	1.Shanghai Univ Finance & Econ, Dept Stat, Shanghai 200433, Peoples R China 2.Princeton Univ, Dept Operat Res & Financial Engn, Princeton, NJ 08544 USA 3.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100190, Peoples R China 4.Univ N Carolina, Dept Biostat, Chapel Hill, NC 27599 USA
推荐引用方式 GB/T 7714	Fan JianQing,Zhou Yong,Cai JianWen,et al. Gaining efficiency via weighted estimators for multivariate failure time data[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS,2009,52(6):1113-1128.
APA	Fan JianQing,Zhou Yong,Cai JianWen,&Chen Min.(2009).Gaining efficiency via weighted estimators for multivariate failure time data.SCIENCE IN CHINA SERIES A-MATHEMATICS,52(6),1113-1128.
MLA	Fan JianQing,et al."Gaining efficiency via weighted estimators for multivariate failure time data".SCIENCE IN CHINA SERIES A-MATHEMATICS 52.6(2009):1113-1128.