ADDITIVE HAZARDS MODEL WITH TIME-VARYING REGRESSION COEFFICIENTS

被引：6

作者：

Bin, Huang ^{[1
,2
]}

机构：

[1] Beijing Univ Chem Technol, Sch Sci, Beijing 100029, Peoples R China

[2] Cent Univ Finance & Econ, China Econ & Mangement, Beijing 100081, Peoples R China

来源：

ACTA MATHEMATICA SCIENTIA | 2010年 / 30卷 / 04期

关键词：

Additive hazards model; time-varying coefficients; weighted local pseudo-score function; asymptotic property; RISK MODEL; ERROR;

D O I：

10.1016/S0252-9602(10)60127-0

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This article discusses regression analysis of failure time under the additive hazards model, when the regression coefficients are time-varying. The regression coefficients are estimated locally based on the pseudo-score function [12] in a window around each time point. The proposed method can be easily implemented, and the resulting estimators are shown to be consistent and asymptotically normal with easily estimated variances. The simulation studies show that our estimation procedure is reliable and useful.

引用

页码：1318 / 1326

页数：9

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