Efficient Estimation for Semiparametric Structural Equation Models With Censored Data.
Efficient Estimation for Semiparametric Structural Equation Models With Censored Data.
复制标题
具有删失数据的半参数结构方程模型的有效估计。
DOI：
10.1080/01621459.2017.1299626
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发表时间：
2018
影响因子：
3.7
通讯作者：
Lin,DY
中科院分区：
文献类型：
--
作者：
Wong,KinYau;Zeng,Donglin;Lin,DY
结构方程模型通常被用来捕捉多个变量之间复杂的关系结构，包括潜在的和观察到的。我们提出了一类具有半参数分量的潜在截尾生存时间的结构方程模型。我们考虑了非参数极大似然估计，并设计了一种组合期望最大化和牛顿-拉夫森算法来实现它。我们建立了模型可辨识性的条件，并证明了估计量的相合性、渐近正态和半参数有效性。最后，我们通过模拟研究展示了所提出的方法的令人满意的性能，并提供了包含各种基因组变量的激励癌症研究的应用。这篇文章的补充材料可以在网上找到。
Structural equation modeling is commonly used to capture complex structures of relationships among multiple variables, both latent and observed. We propose a general class of structural equation models with a semiparametric component for potentially censored survival times. We consider nonparametric maximum likelihood estimation and devise a combined expectation-maximization and Newton-Raphson algorithm for its implementation. We establish conditions for model identifiability and prove the consistency, asymptotic normality, and semiparametric efficiency of the estimators. Finally, we demonstrate the satisfactory performance of the proposed methods through simulation studies and provide an application to a motivating cancer study that contains a variety of genomic variables. Supplementary materials for this article are available online.