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Efficient Estimation of the Partly Linear Additive Hazards Model with Current Status Data

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  • Xuewen Lu
  • Peter X.-K. Song

Abstract

type="main" xml:id="sjos12108-abs-0001"> This paper focuses on efficient estimation, optimal rates of convergence and effective algorithms in the partly linear additive hazards regression model with current status data. We use polynomial splines to estimate both cumulative baseline hazard function with monotonicity constraint and nonparametric regression functions with no such constraint. We propose a simultaneous sieve maximum likelihood estimation for regression parameters and nuisance parameters and show that the resultant estimator of regression parameter vector is asymptotically normal and achieves the semiparametric information bound. In addition, we show that rates of convergence for the estimators of nonparametric functions are optimal. We implement the proposed estimation through a backfitting algorithm on generalized linear models. We conduct simulation studies to examine the finite-sample performance of the proposed estimation method and present an analysis of renal function recovery data for illustration.

Suggested Citation

  • Xuewen Lu & Peter X.-K. Song, 2015. "Efficient Estimation of the Partly Linear Additive Hazards Model with Current Status Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(1), pages 306-328, March.
    • Handle: RePEc:bla:scjsta:v:42:y:2015:i:1:p:306-328
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    File URL: http://hdl.handle.net/10.1111/sjos.12108
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    References listed on IDEAS

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