کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1150439 957932 2009 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A note on the asymptotic relative efficiency of estimators from the additive hazards model
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A note on the asymptotic relative efficiency of estimators from the additive hazards model
چکیده انگلیسی
In this note, the asymptotic variance formulas are explicitly derived and compared between the parametric and semiparametric estimators of a regression parameter and survival probability under the additive hazards model. To obtain explicit formulas, it is assumed that the covariate term including a regression coefficient follows a gamma distribution and the baseline hazard function is constant. The results show that the semiparametric estimator of the regression coefficient parameter is fully efficient relative to the parametric counterpart when the survival time and a covariate are independent, as in the proportional hazards model. Relative to a more realistic case of the parametric additive hazards model with a Weibull baseline, the loss of efficiency of the semiparametric estimator of survival probability is moderate.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 12, 1 December 2009, Pages 4231-4239
نویسندگان
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