11 research outputs found

    Semiparametric Multivariate Accelerated Failure Time Model with Generalized Estimating Equations

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    The semiparametric accelerated failure time model is not as widely used as the Cox relative risk model mainly due to computational difficulties. Recent developments in least squares estimation and induced smoothing estimating equations provide promising tools to make the accelerate failure time models more attractive in practice. For semiparametric multivariate accelerated failure time models, we propose a generalized estimating equation approach to account for the multivariate dependence through working correlation structures. The marginal error distributions can be either identical as in sequential event settings or different as in parallel event settings. Some regression coefficients can be shared across margins as needed. The initial estimator is a rank-based estimator with Gehan's weight, but obtained from an induced smoothing approach with computation ease. The resulting estimator is consistent and asymptotically normal, with a variance estimated through a multiplier resampling method. In a simulation study, our estimator was up to three times as efficient as the initial estimator, especially with stronger multivariate dependence and heavier censoring percentage. Two real examples demonstrate the utility of the proposed method

    A simple generalised crossvalidation method of span selection for periodogram smoothing

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    A consistent estimator for the spectral density of a stationary random process can be obtained by smoothing the periodograms across frequency. An important component of smoothing is the choice of the span. Lee ( 1997) proposed a span selector that was erroneously claimed to be unbiased for the mean squared error. The naive use of mean squared error has some important drawbacks in this context because the variance of the periodogram depends on its mean, i.e. the spectrum. We propose a new span selector based on the generalised crossvalidation function derived from the gamma deviance. This criterion, originally developed for use in fitting generalised additive models. utilises the approximate full likelihood of periodograms, which asymptotically behave like independently distributed chi-squared. i.e. gamma. random variables. The proposed span selector is very simple and easily implemented. Simulation results suggest that the proposed span selector generally outperforms those obtained under a mean squared error criterion
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