Additive Rate Model With Auxiliary Covariates
Additive Rate Model With Auxiliary Covariates作者机构:School of Mathematics and Statistics Wuhan University Wuhan 430072 China
出 版 物:《Acta Mathematicae Applicatae Sinica》 (应用数学学报(英文版))
年 卷 期:2017年第33卷第1期
页 面:125-140页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金:Supported by the National Natural Science Foundation of China(No.11571263 11371299)
主 题:additive rate model recurrent event data auxiliary covariate estimating equation validation set
摘 要:In this paper, we consider an inference method for recurrent event data in which the primary exposure covariate is assessed only in a validation set, while as an auxiliary covariate for the main exposure is available for the full cohort. Additive rate model is considered. The existing estimating equations in the absence of primary exposure are corrected by taking use of the validation data and auxiliary information, which yield consistent and asymptotically normal estimators of the regression parameters. The estimated baseline mean process is shown to converge weakly to a zero-mean Gaussian process. Extensive simulations are conducted to evaluate finite sample performance.