含删失和协变量测量误差的比例优势模型分析

Analysis of Proportional Odds Models With Censoring and Errors-in-Covariates

Journal of the American Statistical Association · 2016
被引 4
ABS 4

中文导读

提出一种在协变量有测量误差且事件时间右删失时,估计比例优势模型参数的一致方法,不依赖真实协变量或误差分布假设,通过矩性质构造估计量,并用艾滋病临床数据验证。

Abstract

We propose a consistent method for estimating both the finite- and infinite-dimensional parameters of the proportional odds model when a covariate is subject to measurement error and time-to-events are subject to right censoring. The proposed method does not rely on the distributional assumption of the true covariate, which is not observed in the data. In addition, the proposed estimator does not require the measurement error to be normally distributed or to have any other specific distribution, and we do not attempt to assess the error distribution. Instead, we construct martingale-based estimators through inversion, using only the moment properties of the error distribution, estimable from multiple erroneous measurements of the true covariate. The theoretical properties of the estimators are established and the finite sample performance is demonstrated via simulations. We illustrate the usefulness of the method by analyzing a dataset from a clinical study on AIDS. Supplementary materials for this article are available online.

计量经济学生存分析测量误差模型生物统计学