SEMIPARAMETRIC ESTIMATION OF TREATMENT EFFECTS IN TWO SAMPLE PROBLEMS WITH CENSORED DATA

被引:8
作者
Bai, Fangfang [1 ,2 ]
Huang, Jian [3 ]
Zhou, Yong [2 ,4 ]
机构
[1] Univ Int Business & Econ, Sch Stat, Beijing, Peoples R China
[2] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100864, Peoples R China
[3] Univ Iowa, Dept Stat & Actuarial Sci, Iowa City, IA 52242 USA
[4] Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China
基金
国家杰出青年科学基金; 中国国家自然科学基金;
关键词
Treatment effect; semiparametric model; estimating equation; censored data; two sample problem; OPTIMIZATION ESTIMATORS; EMPIRICAL-LIKELIHOOD; ESTIMATING EQUATIONS; MISSING DATA; REGRESSION; INFERENCE; CURVES;
D O I
10.5705/ss.2012.091
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The problem of estimating treatment effects with censored two-sample data is of importance in survival analysis and has received much attention in the literature. A common procedure for dealing with censoring is the inverse probability weighted method. However, this method only uses information from uncensored data and can suffer from loss of efficiency. In this paper, we propose a unified semi-parametric estimating equation approach to estimate various types of treatment effects with censored data, including the mean difference between two populations, the difference between two survival times at a given point, the probability that the survival time from one population is greater than that from the other, and the difference in mean residual life times, among others. Our approach uses all the available data, thus it typically leads to gains in efficiency as compared with the existing methods. We study the theoretical properties of the proposed estimator and derive its consistent variance estimator. Our simulation studies demonstrate that the proposed method tends to work better than the existing ones in finite sample settings. We also analyze a data set to illustrate its application.
引用
收藏
页码:121 / 146
页数:26
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