Zhang Ying, Jamshidian Mortaza
Department of Statistics and Actuarial Science, University of Central Florida, Orlando, Florida 32816, USA.
Biometrics. 2003 Dec;59(4):1099-106. doi: 10.1111/j.0006-341x.2003.00126.x.
In this article, we study nonparametric estimation of the mean function of a counting process with panel observations. We introduce the gamma frailty variable to account for the intracorrelation between the panel counts of the counting process and construct a maximum pseudo-likelihood estimate with the frailty variable. Three simulated examples are given to show that this estimation procedure, while preserving the robustness and simplicity of the computation, improves the efficiency of the nonparametric maximum pseudo-likelihood estimate studied in Wellner and Zhang (2000, Annals of Statistics 28, 779-814). A real example from a bladder tumor study is used to illustrate the method.
在本文中，我们研究具有面板观测值的计数过程均值函数的非参数估计。我们引入伽马脆弱性变量以考虑计数过程面板计数之间的内部相关性，并构建包含脆弱性变量的最大伪似然估计。给出了三个模拟示例，以表明该估计过程在保持计算的稳健性和简单性的同时，提高了Wellner和Zhang（2000年，《统计学年鉴》28卷，779 - 814页）中研究的非参数最大伪似然估计的效率。一个来自膀胱肿瘤研究的真实示例用于说明该方法。
