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：
10.1080/01621459.1997.10474050
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发表时间：
1997-09
影响因子：
3.7
通讯作者：
Jian Huang;A. Rossini
中科院分区：
文献类型：
--
作者：
Jian Huang;A. Rossini
摘要：考虑了区间删失下比例优势失效时间回归模型的估计。讨论了回归参数能获得正信息的条件。有效得分由第二类弗雷德霍姆方程刻画。有限维回归参数的筛极大似然估计量被证明具有√n收敛速度的渐近正态性，并达到信息界。数据分析和模拟有助于阐明我们对于有限样本问题筛的选择的思路。
Abstract 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 √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.