A Class of Box-Cox Transformation Models for Recurrent Event Data with a Terminal Event  

作　　者：Jie ZHOU Jun ZHU Liu Quan SUN 

机构地区：[1]School of Mathematics,Capital Normal University,Beijing 100048,P.R.China [2]Institute of Applied Mathematics,Academy of Mathematics and Systems Science,Chinese Academy of Sciences,Beijing 100190,P.R.China

出　　处：《Acta Mathematica Sinica,English Series》2017年第8期1048-1060,共13页数学学报（英文版）

基　　金：Supported by National Natural Sciencc Foundation of China(Grant Nos.11301355,11671275,11231010 and11690015);Key Laboratory of RCSDS,CAS(Grant No.2008DP173182),BCMIIS

摘　　要：In this article, we study a class of Box-Cox transformation models for recurrent event data in the presence of terminal event, which includes the proportional means models as special cases. Estimating equation approaches and the inverse probability weighting technique are used for estimation of the regression parameters. The asymptotic properties of the resulting estimators are established. The finite sample behavior of the proposed methods is examined through simulation studies, and an application to a heart failure study is presented to illustrate the proposed method.In this article, we study a class of Box-Cox transformation models for recurrent event data in the presence of terminal event, which includes the proportional means models as special cases. Estimating equation approaches and the inverse probability weighting technique are used for estimation of the regression parameters. The asymptotic properties of the resulting estimators are established. The finite sample behavior of the proposed methods is examined through simulation studies, and an application to a heart failure study is presented to illustrate the proposed method.

关 键 词：Marginal rate model Box-Cox transformation partial-score function terminal event 

分 类 号：O21[理学—概率论与数理统计]