Article ID Journal Published Year Pages File Type
1150439 Journal of Statistical Planning and Inference 2009 9 Pages PDF
Abstract
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.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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