Sieve estimation for the proportional-odds failure-time regression model with interval censoring
Sieve estimation for the proportional-odds failure-time regression model with interval censoring
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DOI：
10.2307/2965559
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发表时间：
1997-09-01
影响因子：
3.7
通讯作者：
Rossini, AJ
中科院分区：
文献类型：
--
作者：
Huang, J;Rossini, AJ
考虑采用区间删失的比例赔率故障时间回归模型的估计。讨论了允许回归参数出现正信息的条件。有效分数由第二类 Fredholm 方程来表征。有限维回归参数的筛极大似然估计是渐近正态的，收敛速度为根n，并且达到信息界。数据分析和模拟有助于澄清我们关于有限样本问题的筛子选择的想法。
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.