含有倾向指数加权的面板计数数据半参数模型统计推断

Semiparametric Model Statistical Inference with Adjusting by Propensity Scores for Panel Count Data

  • 摘要: 近年来, 关于面板计数数据的研究引起了统计学者的广泛关注. 本文考虑相依观测过程对复发事件和观测过程的影响, 建立了含有倾向指数加权的半参数模型. 通过向模型中引入倾向指数并提出含有倾向指数加权的半参数模型, 减少了相依观测过程对复发事件过程产生的混杂偏倚影响. 特别地, 我们结合逆概率加权估计方程对参数进行估计并证明了估计量在大样本下的渐近性质. 我们通过数值模拟验证了估计的有限样本性质和合理性, 并将该模型及方法应用于一组皮肤癌数据的分析.

     

    Abstract: Panel count data are frequently encountered in follow-up studies such as clinical trials and sociological studies. Models about this type data usually assume the underlying recurrent event process is independent with the observation process. However, the independence assumption cannot be always guaranteed in practical applications, especially when they both are relevant with the covariates. In this paper, we develop a semiparametric additive model weighted by propensity score for analyzing panel count data. By introducing propensity score into the model, the confounding bias of parameter estimate caused by the dependent observation process may be reduced. In particular, we combined the inverse probability-weighted estimation equation to estimate the parameters and further derived the asymptotic properties of the estimator. Numerical simulations were conducted to evaluate the proposed procedures. Finally, we apply the methodologies to analyzing a set of skin cancer data.

     

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