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 |
DOI | 10.1198/016214504000000313 |
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
浏览0
下载0
收藏0
其他版本
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。