 Local logarithm partial likelihood estimation of panel count data model with an unknown link functionYijun Wang, Weiwei Wang and Xiaobing Zhao Computational Statistics & Data Analysis, 2022, vol. 166, issue C Abstract: Panel count data have been extensively discussed in the literature. In general, the existing approaches in modeling panel count data usually assume an exponential form for the dependence of the conditional mean function on covariate variables. However, this assumption may be violated in practice. A more flexible panel count data model with an unknown link function is proposed, and a local logarithm partial likelihood function is formed for the estimation. A two-step iterative algorithm is employed to estimate the unknown link function and covariate effects. Furthermore, the baseline function is obtained by Breslow estimation. Asymptotic properties are derived under some mild conditions. Some numerical simulations and an application of bladder cancer are carried out to confirm and assess the performance of the proposed model and approach. Keywords: Panel count data; Unknown link function; Local logarithm partial likelihood function; Single index function (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:166:y:2022:i:c:s0167947321001808 DOI: 10.1016/j.csda.2021.107346 Access Statistics for this article Computational Statistics & Data Analysis is currently edited by S.P. Azen More articles in Computational Statistics & Data Analysis from Elsevier |
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