Partially varying coefficient single index proportional hazards regression models

被引：9
|
作者：
Li, Jianbo [1 ,2 ]
Zhang, Riquan [1 ,3 ]
机构：
[1] E China Normal Univ, Dept Stat, Shanghai 200241, Peoples R China
[2] Chinese Univ Hong Kong, Dept Stat, Hong Kong, Hong Kong, Peoples R China
[3] Shanxi Datong Univ, Dept Math, Datong 037009, Peoples R China
来源：
COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2011年 / 55卷 / 01期
基金：
中国国家自然科学基金;
关键词：
Partially varying coefficient single index proportional hazards models; Polynomial B-spline; Asymptotic normality; Consistency; TIME-DEPENDENT COEFFICIENTS; PARTIAL LIKELIHOOD; LOCAL LIKELIHOOD; COX MODEL; SPLINES;
D O I：
10.1016/j.csda.2010.05.007
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
In this paper, the partially varying coefficients single index proportional hazards regression models are discussed. All unknown functions are fitted by polynomial B splines. The index parameters and B-spline coefficients are estimated by the partial likelihood method and a two-step Newton-Raphson algorithm. Consistency and asymptotic normality of the estimators of all the parameters are derived. Through a simulation study and the VA data example, we illustrate that the proposed estimation procedure is a accurate, rapid and stable. (C) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码：389 / 400
页数：12
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