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Gaining efficiency via weighted estimators for multivariate failure time data

文献类型：期刊论文

作者Fan JianQing1,2; Zhou Yong1,3; Cai JianWen4; Chen Min3
刊名SCIENCE IN CHINA SERIES A-MATHEMATICS
出版日期2009-06-01
卷号52期号:6页码:1113-1128
关键词marginal hazard model pseudo-partial likelihood working independence estimator optimal weight
ISSN号1006-9283
DOI10.1007/s11425-009-0076-9
英文摘要Multivariate failure time data arise frequently in survival analysis. A commonly used technique is the working independence estimator for marginal hazard models. Two natural questions are how to improve the efficiency of the working independence estimator and how to identify the situations under which such an estimator has high statistical efficiency. In this paper, three weighted estimators are proposed based on three different optimal criteria in terms of the asymptotic covariance of weighted estimators. Simplified close-form solutions are found, which always outperform the working independence estimator. We also prove that the working independence estimator has high statistical efficiency, when asymptotic covariance of derivatives of partial log-likelihood functions is nearly exchangeable or diagonal. Simulations are conducted to compare the performance of the weighted estimator and working independence estimator. A data set from Busselton population health surveys is analyzed using the proposed estimators.
资助项目National Natural Science Foundation of China[10628104] ; National Natural Science Foundation of China[10731010] ; National Institutes of Health[R01-GM072611] ; National Institutes of Health[R01-HL57444] ; Natural Science Foundation[DMS-0714554] ; National Natural Science Funds for Distinguisheel Young Scholar[70825004] ; National Basic Research Program[2007CB814902] ; Creative Research Groups of China[10721101] ; Leading Academic Disipline Program ; 10th five year plan of 211 Project for Shanghai University of Finance and Economics (the 3rd phase)
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000266927600007
出版者SCIENCE PRESS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/7611]  
专题应用数学研究所
通讯作者Zhou Yong
作者单位1.Shanghai Univ Finance & Econ, Dept Stat, Shanghai 200433, Peoples R China
2.Princeton Univ, Dept Operat Res & Financial Engn, Princeton, NJ 08544 USA
3.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100190, Peoples R China
4.Univ N Carolina, Dept Biostat, Chapel Hill, NC 27599 USA
推荐引用方式
GB/T 7714		 Fan JianQing,Zhou Yong,Cai JianWen,et al. Gaining efficiency via weighted estimators for multivariate failure time data[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS,2009,52(6):1113-1128.
APA Fan JianQing,Zhou Yong,Cai JianWen,&Chen Min.(2009).Gaining efficiency via weighted estimators for multivariate failure time data.SCIENCE IN CHINA SERIES A-MATHEMATICS,52(6),1113-1128.
MLA Fan JianQing,et al."Gaining efficiency via weighted estimators for multivariate failure time data".SCIENCE IN CHINA SERIES A-MATHEMATICS 52.6(2009):1113-1128.

入库方式： OAI收割

来源：数学与系统科学研究院

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