Author
Listed:
- Weijing Tang
- Kevin He
- Gongjun Xu
- Ji Zhu
Abstract
This article introduces an Ordinary Differential Equation (ODE) notion for survival analysis. The ODE notion not only provides a unified modeling framework, but more importantly, also enables the development of a widely applicable, scalable, and easy-to-implement procedure for estimation and inference. Specifically, the ODE modeling framework unifies many existing survival models, such as the proportional hazards model, the linear transformation model, the accelerated failure time model, and the time-varying coefficient model as special cases. The generality of the proposed framework serves as the foundation of a widely applicable estimation procedure. As an illustrative example, we develop a sieve maximum likelihood estimator for a general semiparametric class of ODE models. In comparison to existing estimation methods, the proposed procedure has advantages in terms of computational scalability and numerical stability. Moreover, to address unique theoretical challenges induced by the ODE notion, we establish a new general sieve M-theorem for bundled parameters and show that the proposed sieve estimator is consistent and asymptotically normal, and achieves the semiparametric efficiency bound. The finite sample performance of the proposed estimator is examined in simulation studies and a real-world data example. Supplementary materials for this article are available online.
Suggested Citation
Weijing Tang & Kevin He & Gongjun Xu & Ji Zhu, 2023.
"Survival Analysis via Ordinary Differential Equations,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(544), pages 2406-2421, October.
Handle:
RePEc:taf:jnlasa:v:118:y:2023:i:544:p:2406-2421
DOI: 10.1080/01621459.2022.2051519
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