Title of article
A note on the asymptotic relative efficiency of estimators from the additive hazards model
Author/Authors
Jeong، نويسنده , , Jong-Hyeon and Lee، نويسنده , , Seungyeoun Lee، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
9
From page
4231
To page
4239
Abstract
In this note, the asymptotic variance formulas are explicitly derived and compared between the parametric and semiparametric estimators of a regression parameter and survival probability under the additive hazards model. To obtain explicit formulas, it is assumed that the covariate term including a regression coefficient follows a gamma distribution and the baseline hazard function is constant. The results show that the semiparametric estimator of the regression coefficient parameter is fully efficient relative to the parametric counterpart when the survival time and a covariate are independent, as in the proportional hazards model. Relative to a more realistic case of the parametric additive hazards model with a Weibull baseline, the loss of efficiency of the semiparametric estimator of survival probability is moderate.
Keywords
Additive hazards , Additive Weibull baseline , Counting process , efficiency , Martingale
Journal title
Journal of Statistical Planning and Inference
Serial Year
2009
Journal title
Journal of Statistical Planning and Inference
Record number
2220413
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