Robust Estimation of Semiparametric Transformation Model for Panel Count Data

被引:2
作者
Feng Yan [1 ]
Wang Yijun [2 ]
Wang Weiwei [2 ]
Chen Zhuo [3 ]
机构
[1] Shanxi Med Univ, Hosp 1, Dept Otolaryngol Head & Neck Surg, Taiyuan 030001, Peoples R China
[2] Zhejiang Gongshang Univ, Sch Stat & Math, Hangzhou 310018, Peoples R China
[3] Nanjing Univ Sci & Technol, Sch Elect & Opt Engn, Nanjing 210014, Peoples R China
基金
中国国家自然科学基金;
关键词
B-spline function; panel count data; quantile regression; semiparametric transformation model; variable selection;
D O I
10.1007/s11424-020-0099-4
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Panel count data are frequently encountered when study subjects are under discrete observations. However, limited literature has been found on variable selection for panel count data. In this paper, without considering the model assumption of observation process, a more general semiparametric transformation model for panel count data with informative observation process is developed. A penalized estimation procedure based on the quantile regression function is proposed for variable selection and parameter estimation simultaneously. The consistency and oracle properties of the estimators are established under some mild conditions. Some simulations and an application are reported to evaluate the proposed approach.
引用
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页码:2334 / 2356
页数:23
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