Acta mathematica scientia,Series B ›› 2010, Vol. 30 ›› Issue (4): 1318-1326.doi: 10.1016/S0252-9602(10)60127-0

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ADDITIVE HAZARDS MODEL WITH TIME-VARYING REGRESSION COEFFICIENTS

 HUANG Bin   

  1. School of Science, Beijing University of Chemical Technology, Beijing 100029, China;China Economics and Mangement, |Central University of Finance and Economics, Beijing 100081, China
  • Received:2008-02-04 Revised:2008-03-17 Online:2010-07-20 Published:2010-07-20
  • Supported by:

    This research is partly supported by the Fundamental Research Funds for the Central Universities (QN0914)

Abstract:

This article discusses regression analysis of failure time under the additive hazards model, when  the regression coefficients are time-varying. The regression coefficients are estimated  locally based on the pseudo-score function [12] in a window around each time
 point. The proposed method can be easily implemented, and the resulting estimators are shown to be consistent and asymptotically
 normal with easily estimated variances. The simulation studies show that our estimation procedure is reliable and useful.

Key words: Additive hazards model, time-varying coefficients, weighted local pseudo-score function, asymptotic property

CLC Number: 

  • 62G05
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