题 目:Proportional odds model with varying coefficients for censored data
报告人:Prof.Xingwei Tong
School of Mathematical Sciences, Beijing Normal University
时 间:2009年6月17日下午2:00-3:00
地 点:成人直播新楼217室
摘要:In this article, we consider a proportional odds model, which allows one to examine
the extent to which covariates interact nonlinearly with an exposure variable for analysis
of right-censored data.
A local maximum likelihood approach is presented to estimate nonlinear interactions
(the coefficient functions) and the baseline function. The proposed estimators are shown
to be consistent and asymptotically normal with the asymptotic variance estimated
consistently. %of the local likelihood estimator can be consistently estimated.
Also, we develop local profile likelihood ratio method to construct confidence region of
coefficient functions. Simulation studies are conducted to evaluate the performances of
the proposed estimators, and compare the normal approximation based confidence regions and
local profile likelihood ratio based confidence regions. The method is illustrated with
Stanford heart transplant data.