Varying-coefficient model for the occurrence rate function of recurrent events
Resource
Annals of the institute of statistical mathematics 61 (1): 197-213
Journal
Annals of the Institute of Statistical Mathematics
Journal Volume
61
Journal Issue
1
Pages
197-213
Date Issued
2009
Author(s)
Wang, M.-C.
Abstract
This article mainly considers the recurrent event process with independent censoring mechanism through a more flexible varying-coefficient model. The smoothing estimators for the varying-coefficient functions are also proposed via maximizing the kernel weight version of the log-partial likelihood function with respect to the coefficients at each time point. For the selection of appropriate bandwidths and the construction of confidence intervals, the consistent empirical smoothing estimators for the covariance functions of the estimators and a bias correction method are considered. As for the baseline effect function of recurrent events in the population, two different smoothing estimation methods are suggested and investigated. In this study, the asymptotic properties of the proposed smoothing estimators are derived. The finite sample properties of our methods are examined through a Monte Carlo simulation. Moreover, the procedures are applied to a recurrent sample of AIDS link to intravenous experiences (ALIVE) cohort study. ? 2007 The Institute of Statistical Mathematics, Tokyo.
Subjects
Independent censoring; Kernel; Partial likelihood function; Rate function; Recurrent event; Smoothing estimator; Varying-coefficient model
Other Subjects
Monte Carlo methods; Parameter estimation; Probability density function; Independent censoring; Kernel; Partial likelihood function; Rate function; Recurrent event; Smoothing estimator; Varying-coefficient model; Functions
Type
journal article
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