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Semiparametric Inference in the Proportional Odds Regression Model

 

作者: Song Yang,   RossL. Prentice,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1999)
卷期: Volume 94, issue 445  

页码: 125-136

 

ISSN:0162-1459

 

年代: 1999

 

DOI:10.1080/01621459.1999.10473829

 

出版商: Taylor & Francis Group

 

关键词: Martingale;Proportional odds regression;Semiparametric model;Survival analysis;Weighted empirical process

 

数据来源: Taylor

 

摘要:

For fitting the proportional odds regression model with right-censored survival times, we introduce some weighted empirical odds functions. These functions are solutions of some self-consistency equations and have a nice martingale representation. From these functions, several classes of new regression estimators, such as the pseudo–maximum likelihood estimator, martingale residual-based estimators, and minimum distance estimators, are derived. These estimators have desirable properties such as easy computation, asymptotic normality via a martingale analysis, and reliable asymptotic covariance estimation in closed form. Extensive numerical studies show that the minimumL2distance estimators have very good finite-sample behaviors compared to existing methods. Results of some simulation studies and applications to a real dataset are given. The weighted odds function–based approach also provides inference on the baseline odds function and some measures for lack-of-fit analysis.

 

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