Weighted Likelihood for Semiparametric Models and Two-phase Stratified Samples, with Application to Cox Regression
نویسندگان
چکیده
منابع مشابه
Weighted Likelihood for Semiparametric Models and Two-phase Stratified Samples, with Application to Cox Regression
Weighted likelihood, in which one solves Horvitz-Thompson or inverse probability weighted (IPW) versions of the likelihood equations, offers a simple and robust method for fitting models to two phase stratified samples. We consider semiparametric models for which solution of infinite dimensional estimating equations leads to √ N consistent and asymptotically Gaussian estimators of both Euclidea...
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We state and prove a limit theorem for estimators of a general, possibly infinite dimensional parameter based on unbiased estimating equations containing estimated nuisance parameters. The theorem corrects a gap in the proof of one of the assertions of our paper 'Weighted likelihood for semiparametric models and two-phase stratified samples, with application to Cox regression'.
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Semiparametric regression models play a central role in formulating the effects of covariates on potentially censored failure times and in the joint modelling of incomplete repeated measures and failure times in longitudinal studies. The presence of infinite dimensional parameters poses considerable theoretical and computational challenges in the statistical analysis of such models. We present ...
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In this article, the weighted empirical likelihood is applied to a general setting of two-sample semiparametric models, which includes biased sampling models and case-control logistic regression models as special cases. For various types of censored data, such as right censored data, doubly censored data, interval censored data and partly interval-censored data, the weighted empirical likelihoo...
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The infinite dimensional Z-estimation theorem offers a systematic approach to joint estimation of both Euclidean and non-Euclidean parameters in probability models for data. It is easily adapted for stratified sampling designs. This is important in applications to censored survival data because the inverse probability weights that modify the standard estimating equations often depend on the ent...
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2007
ISSN: 0303-6898,1467-9469
DOI: 10.1111/j.1467-9469.2006.00523.x