This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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642
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Type:
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Invited
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Date/Time:
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Thursday, August 5, 2010 : 10:30 AM to 12:20 PM
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Sponsor:
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SSC
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| Abstract - #306121 |
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Title:
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Partially Linear Single Index Approach for AFT Models
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Author(s):
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Wenqing He*+
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Companies:
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The University of Western Ontario
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Address:
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1151 Richmond Street North, London, ON, N6A 5B7, Canada
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Keywords:
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AFT models ;
Partially linear ;
Single index ;
Misspecification
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Abstract:
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Accelerated Failure Time (AFT) models are very appealing in modeling the covariates because of their transparent interpretation. Covariate effects are usually assumed linearly in AFT models, however, such assumption may not be held in some applications. To incorporate the possible nonlinear relationship between the covariates and the logarithm of times to event, we propose to use a partially linear single index approach to incorporate the covariates. The estimation of the covariate effects is given through both parametric and semi-parametric approach, and the estimation of the linear covariate effects is proved to be consistent under mis-specified parametric error if there is no censoring.
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