An exact corrected log-likelihood function for Cox's proportional hazards model under measurement error and some extensions
An exact corrected log-likelihood function for Cox's proportional hazards model under measurement error and some extensions
复制标题
DOI：
10.1111/j.1467-9469.2004.00371.x
复制
发表时间：
2004-03-01
影响因子：
1
通讯作者：
Augustin, T
中科院分区：
文献类型：
--
作者：
Augustin, T
研究了协变量测量误差下的考克斯比例风险模型。中村的[Biometrika 77（1990）127]校正对数似然方法将应用于所谓的Breslow似然，在没有测量误差的情况下，Breslow似然相当于部分似然。对于一般的误差模型，可能异方差和非正态的可加性测量误差，回归参数以及基线风险率的校正估计。中村[ Biometrics 48（1992）829]、Kong等[ Scand. J. Statist. 25（1998）573]和Kong & Gu [ Statistica Sinica 9（1999）953]在这里考虑的特殊情况下重新建立。这揭示了新的光，这些估计，并证明他们作为准确的校正分数估计。最后，将该方法扩展到考克斯模型的一些变体。
This paper studies Cox's proportional hazards model under covariate measurement error. Nakamura's [Biometrika 77 (1990) 127] methodology of corrected log-likelihood will be applied to the so-called Breslow likelihood, which is, in the absence of measurement error, equivalent to partial likelihood. For a general error model with possibly heteroscedastic and non-normal additive measurement error, corrected estimators of the regression parameter as well as of the baseline hazard rate are obtained. The estimators proposed by Nakamura [ Biometrics 48 ( 1992) 829], Kong et al. [ Scand. J. Statist. 25 ( 1998) 573] and Kong & Gu [ Statistica Sinica 9 ( 1999) 953] are re-established in the special cases considered there. This sheds new light on these estimators and justifies them as exact corrected score estimators. Finally, the method will be extended to some variants of the Cox model.