Local Buckley-James estimation for heteroscedastic accelerated failure time model
نویسندگان
چکیده
منابع مشابه
Local Buckley-james Estimation for Heteroscedastic Accelerated Failure Time Model.
In survival analysis, the accelerated failure time model is a useful alternative to the popular Cox proportional hazards model due to its easy interpretation. Current estimation methods for the accelerated failure time model mostly assume independent and identically distributed random errors, but in many applications the conditional variance of log survival times depend on covariates exhibiting...
متن کاملA Combined GEE/Buckley-James Method for Estimating an Accelerated Failure Time Model of Multivariate Failure Times
The present paper deals with the estimation of a frailty model of multivariate failure times The failure times are modeled by an Accelerated Failure Time Model including observed covariates and an unobservable frailty component The frailty is assumed random and di ers across elementary units but is constant across the spells of a unit or a group We develop an estimator of the regression paramet...
متن کاملEmpirical Likelihood Analysis for the Heteroscedastic Accelerated Failure Time Model
In this manuscript, we discuss the distinction of two types of data generating scheme for the accelerated failure time model. We identify two different empirical likelihood formulations under random right censoring, case-wise and residual-wise, each reflecting the relevant features of the stochastic model assumed to have generated the data. We specifically propose the case-wise empirical likeli...
متن کاملEstimation Methods for Accelerated Failure Time Model
In the literature, a lot of effort has been devoted to develop effective estimation and inference methods for the accelerated failure time (AFT) model for right censored data. In the talk, we will give a review on the recent development on the estimation and inference methods for the AFT model based on the work in [Jin et al., 2003] and [Jin et al., 2004].
متن کاملEfficient Estimation for the Accelerated Failure Time Model
The accelerated failure time model provides a natural formulation of the effects of covariates on potentially censored response variable. The existing semiparametric estimators are computationally intractable and statistically inefficient. In this article we propose an approximate nonparametric maximum likelihood method for the accelerated failure time model with possibly time-dependent covaria...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2015
ISSN: 1017-0405
DOI: 10.5705/ss.2013.313