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Activity Number:
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533
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Type:
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Topic Contributed
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Date/Time:
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Thursday, August 2, 2007 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #308796 |
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Title:
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Multivariate Failure Time Data Modeling with Instrumental Variables
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Author(s):
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Zhaozhi Fan*+ and Xiaofeng Wang
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Companies:
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Memorial University of Newfoundland and The Cleveland Clinic
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Address:
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22 Brixham Cres, Torbay, NF, A1K 1N7, Canada
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Keywords:
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marginal hazards model ; multivariate failure time ; measurement error ; semiparametric ; intrumental variables
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Abstract:
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We consider marginal hazards model of multivariate failure times with covariates measured with error and with instrumental variables available. We extend the kernel smoothing procedure of Zhou and Wang (2000) to correlated failure time data. We estimate the marginal partial likelihood function with a semiparametric procedure. We present asymptotic properties of the induced estimator and provide some simulation results.
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