Partially varying coefficient single-index additive hazard models
Partially varying coefficient single-index additive hazard models
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DOI：
10.1007/s10463-014-0484-7
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发表时间：
2015-10
影响因子：
1
通讯作者：
Xuan Wang;Qihua Wang;Xiaocong Zhou
中科院分区：
文献类型：
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作者：
Xuan Wang;Qihua Wang;Xiaocong Zhou
部分线性加性危险模型已被提出来研究一些协变量和暴露变量之间的相互作用。在本文中，我们将其扩展到部分变系数单指数加性风险模型，其中根据实际需要，高维协变量被折叠为单个指数。提出了两套估计方程来估计线性分量中的变化系数函数：分别是单指标的链接函数和单指标参数向量。结果表明，所提出的局部和全局估计量是渐近正态的。进行了模拟研究来检查我们的方法的有限样本性能，以将我们的方法与现有方法的相对性能进行比较。使用真实数据分析来说明所提出的方法。
The partially linear additive hazards model has been proposed to study the interaction between some covariates and an exposure variable. In this paper, we extend it to the partially varying coefficient single-index additive hazard model where the high dimension covariates are collapsed to a single index, due to practical needs. Two sets of estimating equations were proposed to estimate the varying coefficient functions in the linear components: the link function for the single index and the single-index parameter vector separately. It was shown that the proposed local and global estimators are asymptotically normal. Simulation studies were conducted to examine the finite-sample performance of our method to compare the relative performance of our method with existing ones. A real data analysis was used to illustrate the proposed methods.