中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
首页 机构 成果 学者
  
  1. CAS IR Grid
  2. 数学与系统科学研究院
  3. 中国科学院数学与系统科学研究院
  4. 应用数学研究所
Global Partial Likelihood for Nonparametric Proportional Hazards Models

文献类型：期刊论文

作者Chen, Kani1; Guo, Shaojun2; Sun, Liuquan2; Wang, Jane-Ling3
刊名JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
出版日期2010-06-01
卷号105期号:490页码:750-760
关键词Cox model Local linear smoothing Local partial likelihood Semiparametric efficiency
ISSN号0162-1459
DOI10.1198/jasa.2010.tm08636
英文摘要As an alternative to the local partial likelihood method of Tibshirani and Hastie and Fan, Gijbels, and King. a global partial likelihood method is proposed to estimate the covariate effect in a nonparametric proportional hazards model, lambda(t vertical bar x) = exp{psi(x)}lambda(0)(t). The estimator, (psi) over cap (x), reduces to the Cox partial likelihood estimator if the covariate is discrete. The estimator is shown to be consistent and semiparametrically efficient for linear functionals of psi(x). Moreover, Breslow-type estimation of the cumulative baseline hazard function, using the proposed estimator (psi) over cap (x), is proved to be efficient. The asymptotic bias and variance are derived under regularity conditions. Computation of the estimator involves an iterative but simple algorithm. Extensive simulation studies provide evidence supporting the theory. The method is illustrated with the Stanford heart transplant data set. The proposed global approach is also extended to a partially linear proportional hazards model and found to provide efficient estimation of the slope parameter. This article has the supplementary materials online.
资助项目Hong Kong RGC[600706] ; Hong Kong RGC[600307] ; Key Laboratory of RCSDS, CAS[2008DP173182] ; National Natural Science Foundation of China[10731010] ; National Natural Science Foundation of China[10971015] ; National Natural Science Foundation of China[10721101] ; National Basic Research Program of China (973 Program)[2008DP173182] ; National Basic Research Program of China (973 Program)[2007CB814902] ; U.S. National Science Foundation[DMS04-06430] ; U.S. National Science Foundation[DMS09-06813] ; National Institute of Health[1 R01 AG025218-01]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000280216700026
出版者AMER STATISTICAL ASSOC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/10269]  
专题应用数学研究所
通讯作者Chen, Kani
作者单位1.HKUST, Dept Math, Kowloon, Hong Kong, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China
3.Univ Calif Davis, Dept Stat, Davis, CA 95616 USA
推荐引用方式
GB/T 7714		 Chen, Kani,Guo, Shaojun,Sun, Liuquan,et al. Global Partial Likelihood for Nonparametric Proportional Hazards Models[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,2010,105(490):750-760.
APA Chen, Kani,Guo, Shaojun,Sun, Liuquan,&Wang, Jane-Ling.(2010).Global Partial Likelihood for Nonparametric Proportional Hazards Models.JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,105(490),750-760.
MLA Chen, Kani,et al."Global Partial Likelihood for Nonparametric Proportional Hazards Models".JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION 105.490(2010):750-760.

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。