带辅助协变量的相关失效时间数据的加权估计伪部分似然方法  

Weighted estimated pseudo-partial likelihood method for correlated failure time data with auxiliary covariates

作　　者：焦雨领[1] 刘妍岩[2] 石跃勇 徐志斌 Yuling Jiao;Yanyan Liu;Yueyong Shi;Zhibin Xu

机构地区：[1]中南财经政法大学统计与数学学院,武汉430073 [2]武汉大学数学与统计学院,武汉430072 [3]中国地质大学(武汉)经济管理学院,武汉430074 [4]中国地质大学(武汉)资源环境经济研究中心,武汉430074

出　　处：《中国科学：数学》2021年第7期1191-1212,共22页Scientia Sinica：Mathematica

基　　金：国家自然科学基金(批准号:11801531,11871474,11971362和41572315)资助项目。

摘　　要：本文在不同基准风险边际模型下考虑带辅助协变量的相关失效时间数据的统计推断.假设感兴趣的主协变量仅在全研究队列的一个子集中是精确测量的,而主协变量的辅助协变量则对研究队列的全部个体均可获得.首先利用辅助信息经验地估计相对风险函数,然后提出一种加权估计伪部分似然(weighted estimated pseudo-partial likelihood,WEPPL)方法求边际风险率参数的估计.本文在辅助协变量为分类变量的情形下建立WEPPL估计的渐近性质.相应估计被证明是相合的和渐近正态的.本文通过模拟研究评估提出的估计在有限样本下的表现.结果显示提出的加权估计在效率上要优于未加权的估计,特别是当失效时间之间相关性较强的时候.This paper considers statistical inferences for correlated failure time data with auxiliary covariates under a marginal model with distinct baseline hazard.We assume that the primary covariate of interest is precisely measured only in a subset of the full study cohort,whereas an auxiliary covariate for the primary covariate is available for all subjects in the study cohort.We first make use of the auxiliary information to empirically estimate the relative risk function,and then propose a weighted estimated pseudo-partial likelihood(WEPPL)approach for the estimation of marginal hazard ratio parameters.The asymptotic properties for the WEPPL estimator are established when the auxiliary covariate is categorical.The resulting estimator is shown to be consistent and asymptotically normal.Simulation studies are conducted to evaluate the finite sample performance of the proposed estimator.It is shown that the proposed weighted estimator outperforms the unweighted one in efficiency,especially when the dependencies among the failure time are strong.

关 键 词：辅助协变量 相关失效时间 估计方程 边际风险模型 有效集样本 加权估计伪部分似然 

分 类 号：O212.1[理学—概率论与数理统计]