Semiparametric efficient estimation in the generalized odds-rate class of regression models for right-censored time-to-event data
Semiparametric efficient estimation in the generalized odds-rate class of regression models for right-censored time-to-event data
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DOI：
10.1023/a:1009634103154
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发表时间：
1998-10-01
影响因子：
1.3
通讯作者：
Gilbert, PB
中科院分区：
文献类型：
--
作者：
Scharfstein, DO;Tsiatis, AA;Gilbert, PB
用于事件发生时间数据的回归模型的广义几率类由非负常数rho索引，并假设g（rho）（S（t\Z））= alpha（t）+ beta\Z其中对于rho > 0，g（rho）（s）= log（rho（-1）（s（-rho）-1）），g（0）（s）= log（- logs），S（t\Z）是具有qx 1协变量向量Z的个体的事件发生时间的生存函数，beta是未知回归参数的qx 1向量，alpha（t）是t的任意递增函数。当rho = 0时，该模型等效于比例风险模型，当rho = 1时，该模型简化为比例优势模型。在右删失的情况下，我们构造了beta和exp（alpha（t））的估计，并证明了它们是一致的和渐近正态的。此外，我们证明了β的估计是半参数有效的意义上，它达到半参数方差界。
The generalized odds-rate class of regression models for time to event data is indexed by a non-negative constant rho and assumes thatg(rho) (S(t\Z)) = alpha(t) + beta'Zwhere g(rho)(s) = log(rho(-1)(s(-rho) - 1)) for rho > 0, g(0)(s) = log(- logs), S(t\Z) is the survival function of the time to event for an individual with qx1 covariate vector Z, beta is a qx1 vector of unknown regression parameters, and alpha(t) is some arbitrary increasing function of t. When rho = 0, this model is equivalent to the proportional hazards model and when rho = 1, this model reduces to the proportional odds model. In the presence of right censoring, we construct estimators for beta and exp(alpha(t)) and show that they are consistent and asymptotically normal. In addition, we show that the estimator for beta is semiparametric efficient in the sense that it attains the semiparametric variance bound.