Sieve estimation for the proportional-odds failure-time regression model with interval censoring

被引：158

作者：

Huang, J ^{[1
]}

Rossini, AJ ^{[1
]}

机构：

[1] UNIV S CAROLINA,DEPT STAT,COLUMBIA,SC 29208

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1997年 / 92卷 / 439期

关键词：

constrained maximization; information; isotonic regression; maximum likelihood estimate; profile likelihood; HAZARDS MODEL;

D O I：

10.2307/2965559

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：

Estimation of the proportional-odds failure-time regression model with interval censoring is considered. Conditions that allow for positive information for the regression parameter are discussed. The efficient score is characterized by a Fredholm equation of the second kind. The sieve maximum likelihood estimator for the finite-dimensional regression parameter Is shown to be asymptotically normal with root n convergence rate and to achieve the information bound. Data analysis and simulations assist in clarifying our thoughts regarding the choice of sieve for finite-sample problems.

引用

页码：960 / 967

页数：8

共 14 条

[1] COX REGRESSION-MODEL FOR COUNTING-PROCESSES - A LARGE SAMPLE STUDY [J].