Analysis of transformation models with right-truncated data |
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Authors: | Pao-sheng Shen Yi Liu Der-Pyng Maa Yeunjyr Ju |
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Institution: | 1. Department of Statistics, Tunghai University, Taichung, Taiwan, Republic of China;2. Department of Economics, Tunghai University, Taichung, Taiwan, Republic of China;3. Department of Computer Science, Tunghai University, Taichung, Taiwan, Republic of China |
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Abstract: | In many applications, statistical data are frequently observed subject to a retrospective sampling criterion resulting in right-truncated data. In this article, a general class of semiparametric transformation models that include proportional hazards model and proportional odds model as special cases is studied for the analysis of right-truncated data. We proposed two estimators for regression coefficients. The first estimator is based on martingale estimating equations. The second estimator is based on the conditional likelihood function given the truncation times. The asymptotic properties of both estimators are derived. The finite sample performance is examined through a simulation study. |
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Keywords: | Right-truncation semiparametric transformation model martingale estimating equation conditional likelihood |
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