Kevin Granville and Zhaozhi Fan
In this paper we study semi-parametric inference procedure for accelerated failure time models with auxiliary information about a main exposure variable. We use a kernel smoothing method to introduce the auxiliary covariate to the likelihood function. The regression parameters are then estimated through maximization of the estimated likelihood function. A consistent estimator of the variance of the estimator of the regression coefficients is proposed. Simulation studies show that the efficiency gain is remarkable when compared to just using the validation sample. The method is applied to the PBC data from the Mayo Clinic trial in primary biliary cirrhosis as an illustration.
इस लेख का हिस्सा
English 
Spanish 
Chinese 
Russian 
German 
French 
Japanese 
Portuguese 
Telugu 