集群失效时间数据下可加可乘风险率模型的广义矩估计方法  

Generalized Method of Moments for Additive-Multiplicative Hazard Model with Clustered Failure Time Data

作　　者：陈芷菱 张宝学 CHEN Zhi-ling;ZHANG Bao-xue(School of Statistics,Capital University of Economics and Business,Beijing 100070,China)

机构地区：[1]首都经济贸易大学统计学院,北京100070

出　　处：《数理统计与管理》2025年第1期79-90,共12页Journal of Applied Statistics and Management

摘　　要：在本文中,对于集群失效时间数据,我们利用广义矩估计方法来提高可加可乘风险率模型的估计效率。特别地,我们提出了一种高效的易于实现的迭代算法用于参数估计,证明了所提出估计量的相合性和渐近正态性,并得到了渐近协方差阵的相合估计。数值模拟研究表明,所提出的方法在有限样本情况下表现良好,最后用所提方法分析了一个糖尿病视网膜的实际数据。In this article,we apply a generalized method of moments procedure to enhance the efficiency of estimation with the marginal additive-multiplicative hazards model for clustered failure time data.An efficient iterative algorithm is developed,which is easy to implement.The resulting estimators are shown to be consistent and asymptotically normal,and a consistent estimate of the asymptotic covariance matrix is obtained.Simulation studies demonstrate that the proposed method performs well for practical settings.An application to a diabetic retinopathy study is provided.

关 键 词：可加可乘风险率模型 集群失效时间数据 估计效率 广义矩估计方法 

分 类 号：O212[理学—概率论与数理统计]