Efficient Estimation for a Semiparametric Extended Hazards Model

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/51860

Title:	Efficient Estimation for a Semiparametric Extended Hazards Model
Authors:	Tseng,YK;Shu,KN
Contributors:	統計研究所
Keywords:	CENSORED SURVIVAL-DATA;COX REGRESSION-MODEL;FAILURE TIME MODEL;PROPORTIONAL HAZARDS;COUNTING-PROCESSES;GOODNESS;FIT;LIKELIHOOD
Date:	2011
Issue Date:	2012-03-27 19:07:50 (UTC+8)
Publisher:	國立中央大學
Abstract:	We propose an alternative estimation for an extended hazards (EH) model by maximizing a kernel-smoothed profile likelihood function. The EH model includes the proportional hazards (PH) model and the accelerated failure time (AFT) model as special cases. Maximization is realized using conventional gradient-search methods. The nested structure of the EH model allows one to construct a goodness-of-fit for the PH model or the AFT model through a likelihood ratio test. We also establish asymptotic theories of the resulting estimators and the likelihood ratio test statistic.
Relation:	COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
Appears in Collections:	[Graduate Institute of Statistics] journal & Dissertation

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