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General partially linear additive transformation model with right-censored data
Authors:Lin Liu  Riquan Zhang
Institution:1. School of Management, China University of Mining and Technology, Xuzhou 221116, Peoples Republic of China;2. The Research Center of Higher Education, Jiangsu Normal University, Xuzhou 221116, Peoples Republic of China;3. School of Finance and Statistics, East China Normal University, Shanghai 200241, Peoples Republic of China
Abstract:We propose a class of general partially linear additive transformation models (GPLATM) with right-censored survival data in this work. The class of models are flexible enough to cover many commonly used parametric and nonparametric survival analysis models as its special cases. Based on the B spline interpolation technique, we estimate the unknown regression parameters and functions by the maximum marginal likelihood estimation method. One important feature of the estimation procedure is that it does not need the baseline and censoring cumulative density distributions. Some numerical studies illustrate that this procedure can work very well for the moderate sample size.
Keywords:GPLATM  maximum marginal likelihood estimation  B spline polynomial  right-censored data
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