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Article: Local likelihood with time-varying additive hazards model
Title | Local likelihood with time-varying additive hazards model |
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Authors | |
Keywords | Additive model Asymptotic normality Censored data Local polynomial Maximum likelihood Nonparametric estimation |
Issue Date | 2007 |
Publisher | Statistical Society of Canada. The Journal's web site is located at http://www.mat.ulaval.ca/cjs |
Citation | Canadian Journal Of Statistics, 2007, v. 35 n. 2, p. 321-337 How to Cite? |
Abstract | The authors propose the local likelihood method for the time-varying coefficient additive hazards model. They use the Newton-Raphson algorithm to maximize the likelihood into which a local polynomial expansion has been incorporated. They establish the asymptotic properties for the time-varying coefficient estimators and derive explicit expressions for the variance and bias. The authors present simulation results describing the performance of their approach for finite sample sizes. Their numerical comparisons show the stability and efficiency of the local maximum likelihood estimator. They finally illustrate their proposal with data from a laryngeal cancer clinical study. |
Persistent Identifier | http://hdl.handle.net/10722/146582 |
ISSN | 2023 Impact Factor: 0.8 2023 SCImago Journal Rankings: 0.508 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
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dc.contributor.author | Li, H | en_HK |
dc.contributor.author | Yin, G | en_HK |
dc.contributor.author | Zhou, Y | en_HK |
dc.date.accessioned | 2012-05-02T08:37:11Z | - |
dc.date.available | 2012-05-02T08:37:11Z | - |
dc.date.issued | 2007 | en_HK |
dc.identifier.citation | Canadian Journal Of Statistics, 2007, v. 35 n. 2, p. 321-337 | en_HK |
dc.identifier.issn | 0319-5724 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/146582 | - |
dc.description.abstract | The authors propose the local likelihood method for the time-varying coefficient additive hazards model. They use the Newton-Raphson algorithm to maximize the likelihood into which a local polynomial expansion has been incorporated. They establish the asymptotic properties for the time-varying coefficient estimators and derive explicit expressions for the variance and bias. The authors present simulation results describing the performance of their approach for finite sample sizes. Their numerical comparisons show the stability and efficiency of the local maximum likelihood estimator. They finally illustrate their proposal with data from a laryngeal cancer clinical study. | en_HK |
dc.language | eng | en_US |
dc.publisher | Statistical Society of Canada. The Journal's web site is located at http://www.mat.ulaval.ca/cjs | en_HK |
dc.relation.ispartof | Canadian Journal of Statistics | en_HK |
dc.subject | Additive model | en_HK |
dc.subject | Asymptotic normality | en_HK |
dc.subject | Censored data | en_HK |
dc.subject | Local polynomial | en_HK |
dc.subject | Maximum likelihood | en_HK |
dc.subject | Nonparametric estimation | en_HK |
dc.title | Local likelihood with time-varying additive hazards model | en_HK |
dc.type | Article | en_HK |
dc.identifier.email | Yin, G: gyin@hku.hk | en_HK |
dc.identifier.authority | Yin, G=rp00831 | en_HK |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.scopus | eid_2-s2.0-34447644807 | en_HK |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-34447644807&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 35 | en_HK |
dc.identifier.issue | 2 | en_HK |
dc.identifier.spage | 321 | en_HK |
dc.identifier.epage | 337 | en_HK |
dc.identifier.isi | WOS:000247847200008 | - |
dc.publisher.place | Canada | en_HK |
dc.identifier.scopusauthorid | Li, H=8423900800 | en_HK |
dc.identifier.scopusauthorid | Yin, G=8725807500 | en_HK |
dc.identifier.scopusauthorid | Zhou, Y=10140084400 | en_HK |
dc.identifier.issnl | 0319-5724 | - |