Partially varying coefficient single index proportional hazards regression models

Jianbo Li and Riquan Zhang

Computational Statistics & Data Analysis, 2011, vol. 55, issue 1, 389-400

Abstract: In this paper, the partially varying coefficient single index proportional hazards regression models are discussed. All unknown functions are fitted by polynomial B splines. The index parameters and B-spline coefficients are estimated by the partial likelihood method and a two-step Newton-Raphson algorithm. Consistency and asymptotic normality of the estimators of all the parameters are derived. Through a simulation study and the VA data example, we illustrate that the proposed estimation procedure is accurate, rapid and stable.

Keywords: Partially; varying; coefficient; single; index; proportional; hazards; models; Polynomial; B-spline; Asymptotic; normality; Consistency (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:55:y:2011:i:1:p:389-400

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