Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
417678 | Computational Statistics & Data Analysis | 2011 | 12 Pages |
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.
Keywords
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Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Jianbo Li, Riquan Zhang,