The Lehmann Model with Time-dependent Covariates

被引：2

作者：

Yu, Qiqing ^{[1
]}

Wong, George Y. C. ^{[2
]}

Osborne, Michael P. ^{[3
]}

Hsu, Yuting ^{[4
]}

Ai, Xiaosong ^{[1
]}

机构：

[1] SUNY Binghamton, Dept Math Sci, Binghamton, NY 13902 USA

[2] Beth Israel Deaconess Med Ctr, Dept Integrat Med, New York, NY 10003 USA

[3] Beth Israel Deaconess Med Ctr, Continuum Canc Ctr New York, New York, NY 10003 USA

[4] Penn State Harrisburg, Dept Comp & Math Sci, Harrisburg, PA USA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2015年 / 44卷 / 20期

关键词：

Cox regression; Restricted parameter space; Semiparametric MLE; Time-dependent covariates; SURVIVAL;

D O I：

10.1080/03610926.2013.784991

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Consider the Lehmann model with time-dependent covariates, which is different from Cox's model. We find out that (1) the parameter space for under the Lehmann model is restricted, and the maximum point of the parametric likelihood for may lie outside the parameter space; (2) for some particular time-dependent covariate, under the standard generalized likelihood the semiparametric maximum likelihood estimator (SMLE) is inconsistent and we propose a modified generalized likelihood which leads to the consistent SMLE.

引用

页码：4380 / 4395

页数：16

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