Data is often right-censored due to loss of follow-up,drop-out from experiments or end of clinical trials.The treatment of right-censored data has attracted the interest of many researchers.Most existing studies focus on the cases where the response variable is censored.Predictors in the regression model may also suffer from right-censoring.However,there are only sporadic works on the treatment of censored covariates.In this paper,the estimation of a varying coefficient model with randomly right-censored covariates is investigated.To deal with the right-censoring,we adjust the objective function directly through an inverse probability weighting,instead of adjusting the right-censored predictor.Es-timation of the regression coefficient is proposed.The asymptotic properties of the proposed estimator are rigorously investigated.Numerical simulations and real-data analyses demonstrate that the proposed method has good finite sample properties.
关键词
变系数模型/局部线性估计/随机右删失协变量/渐近性质
Key words
varying coefficient model/local linear method/randomly right-censored covariate/asymp-totic property
维普
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