Generalized method of moments estimation for linear regression with clustered failure time data

被引:15
|
作者
Li, Hui [1 ]
Yin, Guosheng [2 ]
机构
[1] Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
[2] Univ Texas MD Anderson Canc Ctr, Dept Biostat, Houston, TX 77030 USA
关键词
Accelerated failure time model; Asymptotic normality; Correlated survival data; Estimation efficiency; Moment condition; Rank estimation; Semiparametric model; ESTIMATING EQUATIONS; CENSORED-DATA; LONGITUDINAL DATA; SAMPLE PROPERTIES; RESAMPLING METHOD; RANK-TESTS; RESTRICTIONS; INFERENCE; MODELS;
D O I
10.1093/biomet/asp005
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
We propose a generalized method of moments approach to the accelerated failure time model with correlated survival data. We study the semiparametric rank estimator using martingale-based moments. We circumvent direct estimation of correlation parameters by concatenating the moments and minimizing a quadratic objective function. We establish the consistency and asymptotic normality of the parameter estimators, and derive the limiting distribution of the objective function. We carry out simulation studies to examine the finite-sample properties of the method, and demonstrate its substantial efficiency gain over the conventional method. Finally, we illustrate the new proposal with an example from a diabetic retinopathy study.
引用
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页码:293 / 306
页数:14
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