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A general semiparametric hazards regression model : efficient estimation and structure selection
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Tong, Xingwei, Zhu, Liang, Leng, Chenlei, Leisenring, Wendy and Robison, Leslie L. (2013) A general semiparametric hazards regression model : efficient estimation and structure selection. Statistics in Medicine, Volume 32 (Number 28). pp. 4980-4994. doi:10.1002/sim.5885 ISSN 0277-6715.
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Official URL: http://dx.doi.org/10.1002/sim.5885
Abstract
We consider a general semiparametric hazards regression model that encompasses the Cox proportional hazards model and the accelerated failure time model for survival analysis. To overcome the nonexistence of the maximum likelihood, we derive a kernel-smoothed profile likelihood function and prove that the resulting estimates of the regression parameters are consistent and achieve semiparametric efficiency. In addition, we develop penalized structure selection techniques to determine which covariates constitute the accelerated failure time model and which covariates constitute the proportional hazards model. The proposed method is able to estimate the model structure consistently and model parameters efficiently. Furthermore, variance estimation is straightforward. The proposed estimation performs well in simulation studies and is applied to the analysis of a real data set
Item Type: | Journal Article | ||||||||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||||||
Journal or Publication Title: | Statistics in Medicine | ||||||||||
Publisher: | John Wiley & Sons Ltd. | ||||||||||
ISSN: | 0277-6715 | ||||||||||
Official Date: | 10 December 2013 | ||||||||||
Dates: |
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Volume: | Volume 32 | ||||||||||
Number: | Number 28 | ||||||||||
Number of Pages: | 14 | ||||||||||
Page Range: | pp. 4980-4994 | ||||||||||
DOI: | 10.1002/sim.5885 | ||||||||||
Status: | Peer Reviewed | ||||||||||
Publication Status: | Published | ||||||||||
Access rights to Published version: | Restricted or Subscription Access |
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