带有连续辅助协变量的可加危险回归.pdfVIP

带有连续辅助协变量的可加危险回归 1 2 3 石小平 ，刘妍岩 ，吴远山 1 武汉大学数学与统计学院，武汉　430072 新疆大学数学与系统科学学院，乌鲁木齐830046 2 武汉大学数学与统计学院，武汉　430072 3 武汉大学数学与统计学院，武汉　430072 摘要：当确定的主要协变量来自随机选取的子集时，本文考虑利用连续辅助协变量信息对可加 危险回归分析进行统计推断以提高其有效性。本文构建了一基于鞅的参数回归估计方程，并且 给出了相应估计参数的渐进相合性及渐进正太性。相比剔除辅助协变量信息的参数估计方法， 模拟结果表明，在多种样本设置下，本文提出的方法在很大程度上能够提高参数估计的有效 性。并且本文做了一个真实数据实例分析，对本文提出的方法提供了很好的例证。 关键词：生存分析；可加危险回归；连续辅助协变量；估计方程；核光滑 中图分类号：O212 Continuous Auxiliary Covariate in Additive Hazards Regression for Survival Data 1 2 3 SHI Xiao-Ping , LIU Yan-Yan , WU Yuan-Shan 1 School of Mathematics and Statistics, University of Wuhan, Wuhan 430072 School of Mathematics and System Sciences, University of Xinjiang, Urumqi 830046 2 School of Mathematics and Statistics, University of Wuhan, Wuhan 430072 3 School of Mathematics and Statistics, University of Wuhan, Wuhan 430072 Abstract: The article consider the additive hazards regression analysis by utilizing continuous auxiliary covariate information to improve the efficiency of the statistical inference when the primary covariate is ascertained only for a randomly selected subsample. The article construct a martingale-based estimating equation for the regression parameter and establish the asymptotic consistency and normality of the resultant estimators. Simulation study shows that our proposed method can greatly improve the efficiency compared with the estimator which discards the auxiliary covariate information in a variety of settings. A real example is also provided as an illustration. Key words: Additive hazards regression; Continuous Auxiliary covariate; Estimati