| Semiparametric maximum likelihood estimation in Cox proportional hazards model with covariate measurement errors | |
|---|---|
| 學年 | 99 |
| 學期 | 1 |
| 出版（發表）日期 | 2010-09-01 |
| 作品名稱 | Semiparametric maximum likelihood estimation in Cox proportional hazards model with covariate measurement errors |
| 作品名稱（其他語言） | 具共變量測量誤差之柯斯正比風險模型半母數最大概似估計 |
| 著者 | Wen, Chi-Chung |
| 單位 | 淡江大學數學學系 |
| 出版者 | Heidelberg: Springer |
| 著錄名稱、卷期、頁數 | Metrika 72(2), pp.199-217 |
| 摘要 | This paper studies semiparametric maximum likelihood estimators in the Cox proportional hazards model with covariate error, assuming that the conditional distribution of the true covariate given the surrogate is known. We show that the estimator of the regression coefficient is asymptotically normal and efficient, its covariance matrix can be estimated consistently by differentiation of the profile likelihood, and the likelihood ratio test is asymptotically chi-squared. We also provide efficient algorithms for the computations of the semiparametric maximum likelihood estimate and the profile likelihood. The performance of this method is successfully demonstrated in simulation studies. |
| 關鍵字 | Covariate measurement error;Cox model;Semiparametric maximum likelihood estimate;Profile likelihood |
| 語言 | en |
| ISSN | 0026-1335; 1435-926X |
| 期刊性質 | 國外 |
| 收錄於 | SCI |
| 產學合作 | |
| 通訊作者 | Wen, Chi-Chung |
| 審稿制度 | 是 |
| 國別 | DEU |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/53534 ) |
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