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A semiparametric approach for the nonparametric transformation survival model with multiple covariates
Journal article   Open access   Peer reviewed

A semiparametric approach for the nonparametric transformation survival model with multiple covariates

Xiao Song, Shuangge Ma, Jian Huang and Xiao-Hua Zhou
Biostatistics (Oxford, England), Vol.8(2), pp.197-211
04/2007
DOI: 10.1093/biostatistics/kxl001
PMID: 16670240
url
https://doi.org/10.1093/biostatistics/kxl001View
Published (Version of record) Open Access

Abstract

The nonparametric transformation model makes no parametric assumptions on the forms of the transformation function and the error distribution. This model is appealing in its flexibility for modeling censored survival data. Current approaches for estimation of the regression parameters involve maximizing discontinuous objective functions, which are numerically infeasible to implement with multiple covariates. Based on the partial rank (PR) estimator (Khan and Tamer, 2004), we propose a smoothed PR estimator which maximizes a smooth approximation of the PR objective function. The estimator is shown to be asymptotically equivalent to the PR estimator but is much easier to compute when there are multiple covariates. We further propose using the weighted bootstrap, which is more stable than the usual sandwich technique with smoothing parameters, for estimating the standard error. The estimator is evaluated via simulation studies and illustrated with the Veterans Administration lung cancer data set.
Lung Neoplasms - drug therapy Lung Neoplasms - mortality Computer Simulation Humans Survival Analysis Antineoplastic Agents - therapeutic use Models, Statistical

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