Estimation in additive cox models by marginal integration |
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Authors: | Toshio Honda |
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Institution: | (1) Graduate School of Economics, Hitotsubashi University, 2-1 Naka, Kunitachi, 186-8601 Tokyo, Japan |
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Abstract: | Assuming an additive model on the covariate effect in proportional hazards regression, we consider the estimation of the component
functions. The estimator is based on the marginal integration method. Then we use a new kind of nonparametric estimator as
the pilot estimator of the marginal integration. The pilot estimator is constructed by an analogy to the two-sample problems
and by appealing to the principles of local partial likelihood and local linear fitting. We derive the asymptotic distribution
of the marginal integration estimator of the component functions. The result of a simulation study is also given. |
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Keywords: | Additive modeling censoring time failure time local linear fitting local partial likelihood marginal integration method two-sample estimator proportional hazards models |
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