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On the Local and Stratified Likelihood Approaches in Single-Index Hazards Model

作     者:Kai Ding Michael R.Kosorok Donglin Zeng 

作者机构:Department of BiostatisticsUniversity of North CarolinaChapel HillNC 27599-7420USA 

出 版 物:《Communications in Mathematics and Statistics》 (数学与统计通讯(英文))

年 卷 期:2013年第1卷第2期

页      面:115-132页

学科分类:07[理学] 0701[理学-数学] 070101[理学-基础数学] 

主  题:Bias analysis Cox model Local likelihood Profile likelihood Single-index Stratification 

摘      要:We propose the single-index hazards model for censored survival *** an extension of the Cox model and many transformation models,this model allows nonparametric modeling of covariate effects in a parsimonious way via a single *** addition,the relative importance of covariates can be assessed via this *** consider two commonly used profile likelihood methods for parameter estimation:the local profile likelihood method and the stratified profile likelihood *** is shown that both methods may give consistent estimators under certain restrictive conditions,but in general they can yield biased *** studies are also conducted to demonstrate these bias *** existence and nature of the failures of these two commonly used approaches is somewhat surprising.

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