中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
Sieve maximum likelihood estimator for semiparametric regression models with current status data

文献类型:期刊论文

作者Xue, HQ; Lam, KF; Li, GY
刊名JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
出版日期2004-06-01
卷号99期号:466页码:346-356
关键词asymptotically efficient estimator maximum likelihood estimator optimal convergence rate partial linear model strongly consistent
ISSN号0162-1459
DOI10.1198/016214504000000313
英文摘要In a randomized controlled clinical trial study where the response variable of interest is the time to occurrence of a certain event, it is often too expensive or even impossible to observe the exact time. However, the current status of the subject at a random time of inspection is much more natural, feasible, and practical in terms of cost-effectiveness. This article considers a semiparametric regression model that consists of parametric and nonparametric regression components. A sieve maximum likelihood estimator (MLE) is proposed to estimate the regression parameter, allowing exploration of the nonlinear relationship between a certain covariate and the response function. Asymptotic properties of the proposed sieve MLEs are discussed. Under some mild conditions, the estimators are shown to be strongly consistent. Moreover, the estimators of the unknown parameters are asymptotically efficient and normally distributed, and the estimator of the nonparametric function has an optimal convergence rate. Simulation Studies were carried out to investigate the performance of the proposed method. For illustration purposes, the method is applied to a dataset from a study of the calcification of the hydrogel intraocular lenses, a complication of cataract treatment.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000221572500005
出版者AMER STATISTICAL ASSOC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/692]  
专题中国科学院数学与系统科学研究院
通讯作者Xue, HQ
作者单位1.Chinese Acad Sci, Grad Sch, Dept Math, Beijing, Peoples R China
2.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式
GB/T 7714
Xue, HQ,Lam, KF,Li, GY. Sieve maximum likelihood estimator for semiparametric regression models with current status data[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,2004,99(466):346-356.
APA Xue, HQ,Lam, KF,&Li, GY.(2004).Sieve maximum likelihood estimator for semiparametric regression models with current status data.JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,99(466),346-356.
MLA Xue, HQ,et al."Sieve maximum likelihood estimator for semiparametric regression models with current status data".JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION 99.466(2004):346-356.

入库方式: OAI收割

来源:数学与系统科学研究院

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