左截断数据下共享脆弱生存模型的推断

Inference for Shared-Frailty Survival Models with Left-Truncated Data

Econometric Reviews · 2015
被引 41
人大 A-ABS 3

中文导读

研究了左截断数据下共享脆弱生存模型的似然推断,发现现有Stata命令忽略截断前的筛选过程导致偏差,并通过模拟展示偏差大小与截断程度的关系。

Abstract

Shared-frailty survival models specify that systematic unobserved determinants of duration outcomes are identical within groups of individuals. We consider random-effects likelihood-based statistical inference if the duration data are subject to left-truncation. Such inference with left-truncated data can be performed in previous versions of the Stata software package for parametric and semi-parametric shared frailty models. We show that with left-truncated data, the commands ignore the weeding-out process before the left-truncation points, affecting the distribution of unobserved determinants among group members in the data, namely among the group members who survive until their truncation points. We critically examine studies in the statistical literature on this issue as well as published empirical studies that use the commands. Simulations illustrate the size of the (asymptotic) bias and its dependence on the degree of truncation.

共享脆弱性模型左截断数据随机效应推断参数估计