Estimation for Proportional Hazard Model with Semiparametric Model Averaging Prediction
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.
semiparametric model averaging predictionproportional hazard modelsemiparametric marginal logistic regressionpropensity score
万方数据
维普
