Improving efficiency using the Rao–Blackwell theorem in corrected and conditional score estimation methods for joint models
學年 105
學期 1
出版(發表)日期 2016-12-01
作品名稱 Improving efficiency using the Rao–Blackwell theorem in corrected and conditional score estimation methods for joint models
作品名稱(其他語言)
著者 Yih-Huei Huang; Wen-Han Hwang; Fei-Yin Chen
單位
出版者
著錄名稱、卷期、頁數 BIOMETRIC 72(4), p.1136–1144
摘要 Longitudinal covariates in survival models are generally analyzed using random effects models. By framing the estimation of these survival models as a functional measurement error problem, semiparametric approaches such as the conditional score or the corrected score can be applied to find consistent estimators for survival model parameters without distributional assumptions on the random effects. However, in order to satisfy the standard assumptions of a survival model, the semiparametric methods in the literature only use covariate data before each event time. This suggests that these methods may make inefficient use of the longitudinal data. We propose an extension of these approaches that follows a generalization of Rao–Blackwell theorem. A Monte Carlo error augmentation procedure is developed to utilize the entirety of longitudinal information available. The efficiency improvement of the proposed semiparametric approach is confirmed theoretically and demonstrated in a simulation study. A real data set is analyzed as an illustration of a practical application.
關鍵字
語言 en_US
ISSN
期刊性質 國外
收錄於 SCI
產學合作
通訊作者
審稿制度
國別 USA
公開徵稿
出版型式 ,電子版,紙本
相關連結

機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/105937 )