基于当前状态数据的部分线性加性变换模型有效估计的惩罚似然方法

Yan Liu, Minggen Lu, C. McMahan
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引用次数: 1

摘要

当前状态数据通常在医学和流行病学研究中遇到,其中研究单位的失效时间是感兴趣的结果变量。这种形式的数据的特点是,失效时间不是直接观测到的,而是相对于观测时间已知的;也就是说,失败时间要么被左审查,要么被右审查。由于其结构,对此类数据的分析可能具有挑战性。为了规避这些挑战,并提供一个灵活的建模结构,可用于分析当前状态数据,本文提出了部分线性加性转换模型。在该模型的表述中,采用约束$B$样条对单调变换函数和非线性协变量效应进行建模。为了提供更有效的估计,使用惩罚技术对所有未知函数的估计进行正则化。提出了一种易于实现的模型拟合混合算法,并提出了一种简单的大样本方差-协方差矩阵估计方法。从理论上证明了所提出的有限维回归系数的估计量是根-$n$一致的,渐近正态的,并且达到了半参数信息界,而非参数分量的估计量达到了最优收敛速度。通过广泛的数值研究评估了所提出方法的有限样本性能,并通过子宫平滑肌瘤数据的分析进一步证明了这一点。
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A penalized likelihood approach for efficiently estimating a partially linear additive transformation model with current status data
Current status data are commonly encountered in medical and epidemiological studies in which the failure time for study units is the outcome variable of interest. Data of this form are characterized by the fact that the failure time is not directly observed but rather is known relative to an observation time; i.e., the failure times are either left- or right-censored. Due to its structure, the analysis of such data can be challenging. To circumvent these challenges and to provide for a flexible modeling construct which can be used to analyze current status data, herein, a partially linear additive transformation model is proposed. In the formulation of this model, constrained $B$-splines are employed to model the monotone transformation function and nonlinear covariate effects. To provide for more efficient estimates, a penalization technique is used to regularize the estimation of all unknown functions. An easy to implement hybrid algorithm is developed for model fitting and a simple estimator of the large-sample variance-covariance matrix is proposed. It is shown theoretically that the proposed estimators of the finite-dimensional regression coefficients are root-$n$ consistent, asymptotically normal, and achieve the semi-parametric information bound while the estimators of the nonparametric components attain the optimal rate of convergence. The finite-sample performance of the proposed methodology is evaluated through extensive numerical studies and is further demonstrated through the analysis of uterine leiomyomata data.
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