柴旺, 尹俊平, 孙志华. 协变量随机右删失时变系数模型的估计[J]. 应用概率统计, 2024, 40(5): 800-818. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022083
引用本文: 柴旺, 尹俊平, 孙志华. 协变量随机右删失时变系数模型的估计[J]. 应用概率统计, 2024, 40(5): 800-818. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022083
CHAI Wang, YIN Junping, SUN Zhihua. Estimation of Varying Coeffcient Model with Randomly Right-Censored Covariate[J]. Chinese Journal of Applied Probability and Statistics, 2024, 40(5): 800-818. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022083
Citation: CHAI Wang, YIN Junping, SUN Zhihua. Estimation of Varying Coeffcient Model with Randomly Right-Censored Covariate[J]. Chinese Journal of Applied Probability and Statistics, 2024, 40(5): 800-818. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022083

协变量随机右删失时变系数模型的估计

Estimation of Varying Coeffcient Model with Randomly Right-Censored Covariate

  • 摘要: 数据经常因为个体失访, 退出实验或者研究结束而出现右删失的现象.右删失数据的研究吸引了很多研究者的兴趣.文献中大部分研究集中在响应变量出现右删失的情况.回归模型中的协变量也可能出现右删失, 但相关的研究并不多.本文研究协变量随机右删失时变系数模型的估计问题.我们利用逆概率加权方法直接对目标函数进行调整, 而不是调整被删失的协变量, 来处理数据的删失.所得估计的渐近性质得到严格证明.通过数值模拟和实例分析, 可以看到本文所提方法具有很好的有限样本性质.

     

    Abstract: Data is often right-censored due to loss of follow-up, drop-out from experiments or end of clinical trials. The treatment of right-censored data has attracted the interest of many researchers. Most existing studies focus on the cases where the response variable is censored. Predictors in the regression model may also suffer from right-censoring. However, there are only sporadic works on the treatment of censored covariates. In this paper, the estimation of a varying coeffcient model with randomly rightcensored covariates is investigated. To deal with the right-censoring, we adjust the objective function directly through an inverse probability weighting, instead of adjusting the right-censored predictor. Estimation of the regression coeffcient is proposed. The asymptotic properties of the proposed estimator are rigorously investigated. Numerical simulations and real-data analyses demonstrate that the proposed method has good finite sample properties.

     

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