We estimate the propensity score with the semiparametric model average prediction method,and then take the esti-mated propensity score as the value of the covariate variable in the Cox proportional hazard model.We obtain the estimate of the regression coefficient using Cox regression,the consistency of the proposed estimates is proved under certain regularity condi-tions.Simulation results show that the estimates under the two penalty functions have excellent performance.
关键词
半参数模型平均预测/比例风险模型/半参数边缘逻辑回归/倾向性得分
Key words
semiparametric model averaging prediction/proportional hazard model/semiparametric marginal logistic regression/propensity score
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