pith. sign in

arxiv: math/0505604 · v1 · submitted 2005-05-27 · 🧮 math.ST · stat.TH

Likelihood approach for marginal proportional hazards regression in the presence of dependent censoring

classification 🧮 math.ST stat.TH
keywords effectmodelswhenworkingcensoringcorrectcovariatesdependent
0
0 comments X
read the original abstract

In many public health problems, an important goal is to identify the effect of some treatment/intervention on the risk of failure for the whole population. A marginal proportional hazards regression model is often used to analyze such an effect. When dependent censoring is explained by many auxiliary covariates, we utilize two working models to condense high-dimensional covariates to achieve dimension reduction. Then the estimator of the treatment effect is obtained by maximizing a pseudo-likelihood function over a sieve space. Such an estimator is shown to be consistent and asymptotically normal when either of the two working models is correct; additionally, when both working models are correct, its asymptotic variance is the same as the semiparametric efficiency bound.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.