带信息观测下时间相依协变量的面板计数数据分析  

Analysis of Panel Count Data with Time-Dependent Covariates and Informative Observation Times

作　　者：马燕 孙晓伟 MA Yan;SUN Xiao-wei(Department of Mathematics,Qilu Normal University,Jinan 250013,China;School of Mathematics and Statistics,Beijing Jiaotong University,Beijing 100044,China)

机构地区：[1]齐鲁师范学院数学学院,济南250013 [2]北京交通大学数学与统计学院,北京100044

出　　处：《数理统计与管理》2024年第5期879-888,共10页Journal of Applied Statistics and Management

基　　金：国家自然科学基金青年项目(12301328);北京交通大学人才基金项目资助(2023XKRC010)。

摘　　要：面板计数数据通常应用于临床和观察性研究中,在某些试验中,观测过程是带信息的。在本文中,我们提出了一个新的联合模型来分析带时间相依协变量的面板计数数据,其中可能存在带两个潜在变量的信息观测过程。基于所提模型,我们建立了一类估计方程,并证明了所得估计量是相合的和渐近正态的。最后我们进行了数值模拟来评估文中所提估计的有限样本性质,并将所提方法应用于膀胱癌数据研究中,从而验证该方法的有效性。Panel count data occur in many clinical and observational studies,and in some situations the observation process is informative.In this article,we propose a new joint model for the analysis of panel count data with time-dependent covariates and possibly in the presence of informative observation process via two latent variables.Based on the proposed model,a class of estimating equations is developed and the resulting estimators are shown to be consistent and asymptotically normal.The finite sample performance of the proposed estimators is examined through simulation studies,and an application to a bladder cancer study demonstrates the usefulness of our method.

关 键 词：带信息观测 估计方程 联合模型 潜在变量 面板计数数据 

分 类 号：O212[理学—概率论与数理统计]