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基于风险的部分区间删失加速失效时间模型的惩罚似然估计

On hazard-based penalized likelihood estimation of accelerated failure time model with partly interval censoring.

作者信息

Li Jinqing, Ma Jun

机构信息

Department of Statistics and Actuarial Studies, School of Insurance and Economics, University of International Business and Economics, Beijing, China.

Department of Mathematics and Statistics, Macquarie University, Sydney, Australia.

出版信息

Stat Methods Med Res. 2020 Dec;29(12):3804-3817. doi: 10.1177/0962280220942555. Epub 2020 Jul 20.

Abstract

In survival analysis, the semiparametric accelerated failure time model is an important alternative to the widely used Cox proportional hazard model. The existing methods for accelerated failure time models include least-squares, log rank-based estimating equations and approximations to the nonparametric error distribution. In this paper, we propose another fitting method for the accelerated failure time model, formulated from the hazard function of the exponential error term. Our method can handle partly interval-censored data which contains event time, as well as left, right and interval censoring time. We adopt the maximum penalized likelihood method to estimate all the parameters in the model, including the nonparametric component. The penalty function is used to regularize the nonparametric component of the accelerated failure time model. Asymptotic properties of the penalized likelihood estimate are developed. A simulation study is conducted to investigate the performance of the proposed method and an application of this method to an AIDS study is presented as an example.

摘要

在生存分析中,半参数加速失效时间模型是广泛使用的Cox比例风险模型的重要替代方法。加速失效时间模型的现有方法包括最小二乘法、基于对数秩的估计方程以及非参数误差分布的近似方法。在本文中,我们提出了另一种加速失效时间模型的拟合方法,该方法基于指数误差项的风险函数构建。我们的方法可以处理部分区间删失数据,这些数据包含事件时间以及左删失、右删失和区间删失时间。我们采用最大惩罚似然法来估计模型中的所有参数,包括非参数成分。惩罚函数用于对加速失效时间模型的非参数成分进行正则化。我们推导了惩罚似然估计的渐近性质。进行了一项模拟研究以考察所提方法的性能,并给出了该方法在一项艾滋病研究中的应用示例。

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