摘要
生存数据经过未知的单调变换后等于协变量的线性函数加上随机误差,随机误差的分布函数已知或是带未知参数的已知函数．本文先给出未知单调变换的一个相合估计,再对删失数据做变换,在此基础上给出了协变量系数的最小二乘估计,并讨论它的大样本性质．
We consider a class of semi-parametric transformation models, under which an unknown transformation of the survival time is linear related to the covariates with various error distributions, which are parametrically specified with unknown parameters. Estimators of the coefficients of covariates are obtained from linear least squares procedures and the Class-K method with censored observations. We show that the estimators are consistent and asymptotically normal. This transformation model, coupled with proposed inference procedures, provides many alternatives to the Cox models and survival analysis.
出处
《应用概率统计》
CSCD
北大核心
2006年第2期159-172,共14页
Chinese Journal of Applied Probability and Statistics
关键词
比例危险率模型
半参数变换
删失回归
最小二乘
Class-K方法
Proportional hazards model, semi-parametric transformation, censored regression, least squares, Class-K method
