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