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Generalized time-dependent conditional linear models under left truncation and right censoring

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Teodorescu, Bianca [UCL] Van Keilegom, Ingrid [UCL] Cao, Ricardo

Consider the model phi (S(z|X)) = beta(z)(X) over right arrow, where phi is a known link function, S(.|X) is the survival function of a response Y given a covariate X, (X) over right arrow = (1, X, X-2,..., X-p) and beta(z) is an unknown vector of time-dependent regression coefficients. The response is subject to left truncation and right censoring. Under this model, which reduces for special choices of phi to e.g. Cox proportional hazards model or the additive hazards model with time dependent coefficients, we study the estimation of the vector beta(z). A least squares approach is proposed and the asymptotic properties of the proposed estimator are established. The estimator is also compared with a competing maximum likelihood based estimator by means of simulations. Finally, the method is applied to a larynx cancer data set.

Document type Article de périodique (Journal article) – Article de recherche
Access type Accès restreint
Publication date 2010
Language Anglais
Journal information "Institute of Statistical Mathematics. Annals" - Vol. 62, no. 3, p. 465-485 (2010)
Peer reviewed yes
Publisher Springer Heidelberg (Heidelberg)
issn 0020-3157
e-issn 1572-9052
Publication status Publié
Affiliation UCL - SSH/IMAQ - Institut multidisciplinaire pour la modélisation et l'analyse quantitative
Keywords Additive hazards model ; Bootstrap ; Least-squares estimator ; Logistic model ; Proportional hazards model ; Semiparametric regression ; Survival analysis ; Time-dependent coefficients ; U-statistics
Links
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Bibliographic reference Teodorescu, Bianca ; Van Keilegom, Ingrid ; Cao, Ricardo. Generalized time-dependent conditional linear models under left truncation and right censoring. In: Institute of Statistical Mathematics. Annals, Vol. 62, no. 3, p. 465-485 (2010)
Permanent URL http://hdl.handle.net/2078.1/34006