删失数据下的半参数变系数部分线性回归模型

Abstract

Abstract:

This paper considers varying-coefficient partially linear model, which allows one to examine the extent to which covariates interact
nonlinearly with an exposure variable, for analysis of censored data. It is very important and useful to fit statistical models by linear construction for response and covariates. For censored data, the usual statistical techniques are not directly applicable to this model. In this paper, we propose a class of transformations of the data so that a unbiased conditional expectation is established. Then the profile least-squares estimators for the parametric and nonparametric components are proposed by profile least-squares technique. The asymptotic normality of the proposed estimators are established. Some numerical examples are given to illustrate the effectiveness of the proposed procedures.

Key words: Varying-coefficient, Partially linear models, Local linear regression, Profile least squares, Censoring, Transformation

CLC Number:

62N05

LUO Xian-Hua, LI Yuan, MA Yun-Bei, ZHOU Yong. Varying-Coefficient Partially Linear Models with Censored Data[J].Acta mathematica scientia,Series A, 2010, 30(1): 71-85.

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Varying-Coefficient Partially Linear Models with Censored Data

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