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协变量随机右删失时变系数模型的估计

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  • 万方数据
  • 维普
数据经常因为个体失访,退出实验或者研究结束而出现右删失的现象.右删失数据的研究吸引了很多研究者的兴趣.文献中大部分研究集中在响应变量出现右删失的情况.回归模型中的协变量也可能出现右删失,但相关的研究并不多.本文研究协变量随机右删失时变系数模型的估计问题.我们利用逆概率加权方法直接对目标函数进行调整,而不是调整被删失的协变量,来处理数据的删失.所得估计的渐近性质得到严格证明.通过数值模拟和实例分析,可以看到本文所提方法具有很好的有限样本性质.
Estimation of Varying Coefficient Model with Randomly Right-Censored Covariate
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.

varying coefficient modellocal linear methodrandomly right-censored covariateasymp-totic property

柴旺、尹俊平、孙志华

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中国科学院大学数学科学学院,北京,100049

北京应用物理与计算数学研究所,北京,100094

计算物理全国重点实验室,北京,100088

上海张江数学研究院,上海,201203

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变系数模型 局部线性估计 随机右删失协变量 渐近性质

北京市自然科学基金重点项目国家自然科学基金项目国家自然科学基金项目国家自然科学基金重点项目国家重点研发计划国家重点研发计划国家重点研发计划国家重点研发计划国家自然科学基金重大项目国家自然科学基金重大项目

Z2000011207145712271504120310162023YFA10090002023YFA10090042020YFA07122032020YFA07122011229298012292984

2024

10.12460/j.issn.1001-4268.aps.2024.2022083

应用概率统计
中国数学会概率统计学会

应用概率统计

CSTPCD北大核心
影响因子：0.263
ISSN：1001-4268
年,卷(期)：2024.40(5)