• Title/Summary/Keyword: semiparametric efficiency

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EFFICIENT ESTIMATION IN SEMIPARAMETRIC RANDOM EFFECT PANEL DATA MODELS WITH AR(p) ERRORS

  • Lee, Young-Kyung
    • Journal of the Korean Statistical Society
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    • v.36 no.4
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    • pp.523-542
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    • 2007
  • In this paper we consider semiparametric random effect panel models that contain AR(p) disturbances. We derive the efficient score function and the information bound for estimating the slope parameters. We make minimal assumptions on the distribution of the random errors, effects, and the regressors, and provide semiparametric efficient estimates of the slope parameters. The present paper extends the previous work of Park et al.(2003) where AR(1) errors were considered.

Performance Comparison of Cumulative Incidence Estimators in the Presence of Competing Risks (경쟁위험 하에서의 누적발생함수 추정량 성능 비교)

  • Kim, Dong-Uk;Ahn, Chi-Kyung
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.357-371
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    • 2007
  • For the time-to-failure data with competing risks, cumulative incidence functions (CIFs) are commonly estimated using nonparametric methods. If the cases of events due to the cause of primary interest are infrequent relative to other cause of failure, nonparametric methods may result in rather imprecise estimates for CIF. In such cases, Bryant et al. (2004) suggested to model the cause-specific hazard of primary interest parametrically, while accounting for the other modes of failure using nonparametric estimator. We represented the semiparametric cumulative incidence estimator and extended to the model of Weibull and log-normal distribution. We also conducted simulations to access the performance of the semiparametric cumulative incidence estimators and to investigate the impact of model misspecification in log-normal cause-specific hazard model.

A GEE approach for the semiparametric accelerated lifetime model with multivariate interval-censored data

  • Maru Kim;Sangbum Choi
    • Communications for Statistical Applications and Methods
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    • v.30 no.4
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    • pp.389-402
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    • 2023
  • Multivariate or clustered failure time data often occur in many medical, epidemiological, and socio-economic studies when survival data are collected from several research centers. If the data are periodically observed as in a longitudinal study, survival times are often subject to various types of interval-censoring, creating multivariate interval-censored data. Then, the event times of interest may be correlated among individuals who come from the same cluster. In this article, we propose a unified linear regression method for analyzing multivariate interval-censored data. We consider a semiparametric multivariate accelerated failure time model as a statistical analysis tool and develop a generalized Buckley-James method to make inferences by imputing interval-censored observations with their conditional mean values. Since the study population consists of several heterogeneous clusters, where the subjects in the same cluster may be related, we propose a generalized estimating equations approach to accommodate potential dependence in clusters. Our simulation results confirm that the proposed estimator is robust to misspecification of working covariance matrix and statistical efficiency can increase when the working covariance structure is close to the truth. The proposed method is applied to the dataset from a diabetic retinopathy study.

Generalized Linear Mixed Model for Multivariate Multilevel Binomial Data (다변량 다수준 이항자료에 대한 일반화선형혼합모형)

  • Lim, Hwa-Kyung;Song, Seuck-Heun;Song, Ju-Won;Cheon, Soo-Young
    • The Korean Journal of Applied Statistics
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    • v.21 no.6
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    • pp.923-932
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    • 2008
  • We are likely to face complex multivariate data which can be characterized by having a non-trivial correlation structure. For instance, omitted covariates may simultaneously affect more than one count in clustered data; hence, the modeling of the correlation structure is important for the efficiency of the estimator and the computation of correct standard errors, i.e., valid inference. A standard way to insert dependence among counts is to assume that they share some common unobservable variables. For this assumption, we fitted correlated random effect models considering multilevel model. Estimation was carried out by adopting the semiparametric approach through a finite mixture EM algorithm without parametric assumptions upon the random coefficients distribution.