Article ID Journal Published Year Pages File Type
417678 Computational Statistics & Data Analysis 2011 12 Pages PDF
Abstract

In this paper, the partially varying coefficient single index proportional hazards regression models are discussed. All unknown functions are fitted by polynomial BB splines. The index parameters and BB-spline coefficients are estimated by the partial likelihood method and a two-step Newton–Raphson algorithm. Consistency and asymptotic normality of the estimators of all the parameters are derived. Through a simulation study and the VA data example, we illustrate that the proposed estimation procedure is accurate, rapid and stable.

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
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