数学
截断(统计)
估计员
协变量
条件独立性
独立性(概率论)
半参数回归
估计方程
条件概率分布
统计
应用数学
条件期望
计量经济学
作者
Pao‐Sheng Shen,Hui‐Chen Hsu
标识
DOI:10.1016/j.csda.2019.106862
摘要
Doubly truncated data arise when a failure time T is observed only if it falls within a subject-specific, possibly random, interval [U,V], where U and V are referred to as left- and right-truncation times, respectively. In this article, we consider the problem of fitting semiparametric transformation regression models to doubly truncated data. Most of the existing approaches in literature, which adjust for double truncation in regression models, require independence between failure times and truncation times, which may not hold in practice. To relax the independence assumption to conditional independence given covariates, we consider a conditional likelihood approach and develop the conditional maximum likelihood estimators (cMLE) for the regression parameters and cumulative hazard function of models. Based on score equations for the regression parameter and the infinite-dimensional function, we propose an iterative algorithm for obtaining the cMLE. The cMLE is shown to be consistent and asymptotically normal. Simulation studies indicate that the cMLE performs well and outperforms the existing estimators when an independence assumption holds. Applications to an AIDS dataset is given to illustrate the proposed method.
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