🌙

基于相关失效时间数据的风险比参数估计方程

Estimating Equations for Hazard Ratio Parameters Based on Correlated Failure Time Data

Biometrika · 1995
被引 10
ABS 4

中文导读

提出了加权偏似然估计方程来估计相关失效时间数据中的边际风险比参数,并推导了其渐近分布理论,模拟显示仅当失效时间相关性较强时加权才有显著效率提升。

Abstract

Weighted partial likelihood estimating equations are proposed for the estimation of marginal hazard ratio parameters based on correlated failure time data. Asymptotic distribution theory is derived for the solution to such equations using martingale convergence results and inverse function theory. Simulation studies and theoretical efficiency calculations indicate that the inclusion of weights in the estimating equation produces important efficiency gains only if the dependencies among the failure times are strong.

计量经济学生存分析统计推断生物统计