Lifetime Data Anal - Nonparametric quasi-likelihood for right censored data.

Tópicos

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Resumo

Quasi-likelihood was extended to right censored data to handle heteroscedasticity in the frame of the accelerated failure time (AFT) model. However, the assumption of known variance function in the quasi-likelihood for right censored data is usually unrealistic. In this paper, we propose a nonparametric quasi-likelihood by replacing the specified variance function with a nonparametric variance function estimator. This nonparametric variance function estimator is obtained by smoothing a function of squared residuals via local polynomial regression. The rate of convergence of the nonparametric variance function estimator and the asymptotic limiting distributions of the regression coefficient estimators are derived. It is demonstrated in simulations that for finite samples the proposed nonparametric quasi-likelihood method performs well. The new method is illustrated with one real dataset.

Resumo Limpo

quasilikelihood extend right censor data handl heteroscedast frame acceler failur time aft model howev assumpt known varianc function quasilikelihood right censor data usual unrealist paper propos nonparametr quasilikelihood replac specifi varianc function nonparametr varianc function estim nonparametr varianc function estim obtain smooth function squar residu via local polynomi regress rate converg nonparametr varianc function estim asymptot limit distribut regress coeffici estim deriv demonstr simul finit sampl propos nonparametr quasilikelihood method perform well new method illustr one real dataset

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