摘要
面板计数数据在许多临床和观察性研究中十分常见,
在某些情况下, 观测过程是带信息的. 文章
提出了一个新的联合模型来分析带与时间相关协变量的面板计数数据,
其中可能存在带两个潜在变量的信息观测过程. 对于所提模型的推断,
建立了一类估计方程, 得到的估计量经证明是相合的和渐近正态的.
最后通过数值模拟评估了文章中所提估计的有限样本性质,
并将所提方法应用于膀胱癌数据研究中, 从而验证该方法的有效性.
Abstract
Panel count data occurs in many clinical and
observational studies, and in some situations the observation
process is informative. In this article, we propose a new joint
model for the analysis of panel count data with time-dependent
covariates and possibly in the presence of informative observation
process via two latent variables. For the inference on the proposed
model, a class of estimating equations is developed and the
resulting estimators are shown to be consistent and asymptotically
normal. The finite sample performance of the proposed estimators is
examined through simulation studies, and an application to a bladder
cancer study demonstrates the usefulness of our method.
关键词
估计方程, 带信息观测, 联合模型, 潜在变量, 面板计数数据.
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杨青, 孙晓伟.
带信息观测的与时间相关协变量的面板计数数据分析. 系统科学与数学, 2021, 41(3): 865-874. https://doi.org/10.12341/jssms20240
YANG Qing, SUN Xiaowei.
Analysis of Panel Count Data with Time-Dependent Covariates and Informative Observation. Journal of Systems Science and Mathematical Sciences, 2021, 41(3): 865-874 https://doi.org/10.12341/jssms20240
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