Estimating marginal survival function by adjusting for dependent censoring using many covariates
成果类型:
Article
署名作者:
Zeng, DL
署名单位:
University of North Carolina; University of North Carolina Chapel Hill
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
DOI:
10.1214/009053604000000508
发表日期:
2004
页码:
1533-1555
关键词:
regression
likelihood
摘要:
One goal in survival analysis of right-censored data is to estimate the marginal survival function in the presence of dependent censoring. When many auxiliary covariates are sufficient to explain the dependent censoring, estimation based on either a semiparametric model or a nonparametric model of the conditional survival function can be problematic due to the high dimensionality of the auxiliary information. In this paper, we use two working models to condense these high-dimensional covariates in dimension reduction; then an estimate of the marginal survival function can be derived nonparametrically in a low-dimensional space. We show that such an estimator has the following double robust property: when either working model is correct, the estimator is consistent and asymptotically Gaussian; when both working models are correct, the asymptotic variance attains the efficiency bound.
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