کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
416399 681366 2012 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Spline nonparametric quasi-likelihood regression within the frame of the accelerated failure time model
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Spline nonparametric quasi-likelihood regression within the frame of the accelerated failure time model
چکیده انگلیسی

The accelerated failure time model provides direct physical interpretation for right censored data. However, the homogeneity of variance assumption of the log transformed data does not always hold. In this paper, we propose using a generalized linear model for right censored data in which we relax the homogeneity assumption. A new semiparametric analysis method is proposed for this model. The method uses nonparametric quasi-likelihood in which the variance function is estimated by polynomial spline regression. This is based on squared residuals from an initial model fit. The rate of convergence of the nonparametric variance function estimator is derived. It is shown that the regression coefficient estimators are asymptotically normally distributed. Simulations show that for finite samples the proposed nonparametric quasi-likelihood method performs well. The new method is illustrated with one dataset.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 56, Issue 9, September 2012, Pages 2675–2687
نویسندگان
, ,