ADDITIVE HAZARDS MODEL WITH TIME-VARYING REGRESSION COEFFICIENTS |
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Authors: | Huang Bin |
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Affiliation: | [1]School of Science, Beijing University of Chemical Technology, Beijing 100029, China [2]China Economics and Mangement, Central University of Finance and Economics, Beijing 100081, China |
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Abstract: | This article discusses regression analysis of failure time under the additive hazards model, when the regression coefficients are time-varying. The regression coefficients are estimated locally based on the pseudo-score function [12] in a window around each time point. The proposed method can be easily implemented, and the resulting estimators are shown to be consistent and asymptotically normal with easily estimated variances. The simulation studies show that our estimation procedure is reliable and useful. |
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Keywords: | Additive hazards model time-varying coefficients weighted local pseudoscore function asymptotic property |
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