双侧截断数据的中位数回归(英文)  

Median Regression for Left and Right Censored Data

作　　者：郑明[1] 郁文[1] 

机构地区：[1]复旦大学管理学院统计学系,上海200433

出　　处：《应用概率统计》2010年第2期123-137,共15页Chinese Journal of Applied Probability and Statistics

基　　金：supported by NSFC Grant(10971033);Shanghai Leading Academic Discipline Project(B210)

摘　　要：在很多实际应用中,个体寿命时间可能被同时左截断与右截断.本文在左右截断变量都能被观察到的假设下,提出了一种半参数推断方法,来分析协变量对于相应寿命时间或其某种变换的中位数的影响,并讨论了所得估计量的渐近性质.此外,本文还提供了一种基于经验似然的回归参数推断方法,并讨论了将这些方法推广到经典双侧截断数据的可能性.一些模拟计算被用于展示这些方法的有效性.In many applications involving follow-up studies,individuals＇ lifetimes may be subject to both left and right censoring.In this paper we consider regressing the median of the lifetime variable or a transformation thereof on the corresponding covariates when the lifetimes are subject to both left and right censoring and the values of both censoring variables are always observable.A semiparametric inferential procedure is proposed and the asymptotic properties of the proposed method are discussed.We also propose an alternative empirical likelihood based inferential procedure for the regression coefficients vector.Moreover,we make some discussion on classical doubly censored data whose censoring variables cannot always be observed.The proposed methods are illustrated by some simulation studies.

关 键 词：左截断与右截断 经验似然 最小绝对离差 中位数回归 

分 类 号：O212.1[理学—概率论与数理统计]