Filters








3,472 Hits in 7.3 sec

A SURVIVAL ANALYSIS INCORPORATING AUXILIARY INFORMATION BY A BAYESIAN GENERALIZED METHOD OF MOMENTS: APPLICATION TO PURCHASE DURATION MODELING

Ryosuke Igari, Takahiro Hoshino
2017 Journal of the Japanese Society of Computational Statistics  
We propose a Bayesian generalized method of moments (GMM) approach that utilizes population-level information to identify true survival time and estimates parameters.  ...  hazard model may be biased.  ...  We also appreciate that Intage Inc. provided us the dataset we used for the illustrative analysis.  ... 
doi:10.5183/jjscs.1705001_242 fatcat:olb45wkpefbzxpsd3e75vzv4yu

On adjustment for auxiliary covariates in additive hazard models for the analysis of randomized experiments

S. Vansteelandt, T. Martinussen, E. J. T. Tchetgen
2013 Biometrika  
We consider additive hazard models (Aalen, 1989) for the effect of a randomized treatment on a survival outcome, adjusting for auxiliary baseline covariates.  ...  We moreover show that adjustment for auxiliary baseline covariates does not change the asymptotic variance of the Aalen least squares estimator of the effect of a randomized treatment.  ...  Finally, the event time was exponentially distributed with additive hazard function 1 + |L 1 | + log(1 + |L 2 |) + 0.1X, except in the second simulation experiment where the multiplicative hazard function  ... 
doi:10.1093/biomet/ast045 pmid:28669998 pmcid:PMC5490497 fatcat:zxt5wgvy5rbi5lebxchdnweyza

Conditional Moment Tests for Parametric Duration Models

James E. Prieger
2000 Social Science Research Network  
This paper develops and compares specification tests for parametric duration models estimated with censored data.  ...  The tests are based on generalized residuals (the integrated hazard), which is exponentially distributed if the model is correctly specified.  ...  Unlike Wald or likelihood ratio tests, one does not need to estimate a more general model that nests the model of interest.  ... 
doi:10.2139/ssrn.653166 fatcat:znyf2cpdzbad5lcukuwhjqvvqa

Fitting and interpreting continuous-time latent Markov models for panel data

Jane M. Lange, Vladimir N. Minin
2013 Statistics in Medicine  
The performance of estimates depends on time, functional, and data-generating scenario.  ...  One attractive alternative is to assume that the disease process is characterized by an underlying latent CTMC, with multiple latent states mapping to each disease state.  ...  These data have been used to illustrate the statistical methods, and results should not be used in isolation to inform clinical practice. Jane M. Lange was supported by NIH grants No.  ... 
doi:10.1002/sim.5861 pmid:23740756 pmcid:PMC3795797 fatcat:qosvbaa24naj3hwefwe7rqpq7a

Proportional hazards model for competing risks data with missing cause of failure

Seunggeun Hyun, Jimin Lee, Yanqing Sun
2012 Journal of Statistical Planning and Inference  
The simulations also compare the proposed estimators with the multiple imputation estimator of Lu and Tsiatis (2001) .  ...  We consider the semiparametric proportional hazards model for the cause-specific hazard function in analysis of competing risks data with missing cause of failure.  ...  Acknowledgments The research of Yanqing Sun was partially supported by NSF DMS-0905777 and NIH grant R37 AI054165-09.  ... 
doi:10.1016/j.jspi.2012.02.037 pmid:22468017 pmcid:PMC3314432 fatcat:letcdkca6fcwdpqjwynazru7rq

Multiple Imputation of Composite Covariates in Survival Studies

Lily Clements, Alan C. Kimber, Stefanie Biedermann
2022 Stats  
Missing covariate values are a common problem in survival studies, and the method of choice when handling such incomplete data is often multiple imputation.  ...  We discuss advantages and limitations of these approaches for various types of missingness and imputation models.  ...  Information from a data set on survival after a cardiothoracic transplant is also consulted to generate the variables to provide additional or supporting information.  ... 
doi:10.3390/stats5020020 fatcat:o6a6vcbzibetpgr2rzvcekvbfe

Multiple imputation methods for nonparametric inference on cumulative incidence with missing cause of failure

Minjung Lee, James J. Dignam, Junhee Han
2014 Statistics in Medicine  
Under the missing at random assumption, we estimate the cumulative incidence function using multiple imputation methods.  ...  We develop asymptotic theory for the cumulative incidence estimators obtained from multiple imputation methods.  ...  Acknowledgments The NSABP clinical trial in the example was supported by U.S. National Institute of Health grants U10-CA12027, U10-CA37377, U10-CA69651, and U10-CA69974. J.  ... 
doi:10.1002/sim.6258 pmid:25043107 pmcid:PMC4190095 fatcat:3t2in5gdwfd7bjwvez3paldtby

Improved Generalized Raking Estimators to Address Dependent Covariate and Failure-Time Outcome Error [article]

Eric J. Oh and Bryan E. Shepherd and Thomas Lumley and Pamela A. Shaw
2020 arXiv   pre-print
We also consider outcome-dependent sampling designs and investigate their impact on the efficiency of the raking estimators, either with or without multiple imputation.  ...  We propose raking estimators that utilize multiple imputation, to impute either the target variables or auxiliary variables, to improve the efficiency.  ...  In addition, we proposed two classes of generalized raking estimators utilizing multiple imputation to estimate the optimal auxiliary variable, one that yields the optimal efficiency.  ... 
arXiv:2006.07480v1 fatcat:arjqrve2xbhp3eljctpbami72u

Policy Variation, Labor Supply Elasticities, and a Structural Model of Retirement

Day Manoli, Kathleen J. Mullen, Mathis Wagner
2014 Social Science Research Network  
Finally, we use the estimated model to examine the labor supply and welfare consequences of potential social security reforms. JEL Classification: J26, H55  ...  Next, we use these elasticities to estimate a dynamic programming model of retirement decisions.  ...  Moment-based estimation strategies match key moments (e.g., retirement hazard rates by age) observed in the sample data with the analogous moments implied by a model param-eterized by θ.  ... 
doi:10.2139/ssrn.2540367 fatcat:c4fc5jp2p5ezthk3eomvckqotq

POLICY VARIATION, LABOR SUPPLY ELASTICITIES, AND A STRUCTURAL MODEL OF RETIREMENT

Day Manoli, Kathleen J. Mullen, Mathis Wagner
2015 Economic Inquiry  
Finally, we use the estimated model to examine the labor supply and welfare consequences of potential social security reforms. JEL Classification: J26, H55  ...  Next, we use these elasticities to estimate a dynamic programming model of retirement decisions.  ...  Moment-based estimation strategies match key moments (e.g., retirement hazard rates by age) observed in the sample data with the analogous moments implied by a model param-eterized by θ.  ... 
doi:10.1111/ecin.12207 pmid:26472916 pmcid:PMC4603840 fatcat:h3eu6u67jfbxxizdhgsi3ujn3e

A Bayesian data combination approach for repeated durations under unobserved missing indicators: Application to interpurchase-timing in marketing

Ryosuke Igari, Takahiro Hoshino
2018 Computational Statistics & Data Analysis  
The proposed model consists of the following: (1) latent variable model, (2) latent missing indicator model which separates true and composite duration, (3) mixtures of duration models and (4) moment restriction  ...  The proposed model consists of the following: (1) latent variable model, (2) latent missing indicator model which separates true and composite duration, (3) mixtures of duration models and (4) moment restriction  ...  Frailty is the general Weibull hazard model with unobserved heterogeneity, ignoring the intermittent missingness.  ... 
doi:10.1016/j.csda.2018.04.001 fatcat:powno3pwuvbptpeeg3txle5xxu

Estimation of Stratified Mark-Specific Proportional Hazards Models with Missing Marks

YANQING SUN, PETER B. GILBERT
2011 Scandinavian Journal of Statistics  
auxiliary information predictive of the mark.  ...  This research investigates the stratified mark-specific proportional hazards model with missing marks where the baseline functions may vary with strata.  ...  The research of Peter Gilbert was partially supported by NIH grant R37 AI054165-09. The authors thank the associate editor and two referees for their constructive suggestions.  ... 
doi:10.1111/j.1467-9469.2011.00746.x pmid:23519918 pmcid:PMC3601495 fatcat:u5sp2f3ft5f2pj4vb3wb7ccive

New stochastic carcinogenesis model with covariates: An approach involving intracellular barrier mechanisms

Igor Akushevich, Galina Veremeyeva, Julia Kravchenko, Svetlana Ukraintseva, Konstantin Arbeev, Alexander V. Akleyev, Anatoly I. Yashin
2012 Mathematical Biosciences  
In this paper we present a new multiple-pathway stochastic model of carcinogenesis with potential of predicting individual incidence risks on the basis of biomedical measurements.  ...  Further generalizations of the model, opportunities to measure barrier systems, biomedical and mathematical aspects of the new model are discussed.  ...  level or auxiliary information from other sources.  ... 
doi:10.1016/j.mbs.2011.12.002 pmid:22200574 pmcid:PMC3806491 fatcat:s5kvtvr5hrgw5c3diufca7757q

Connections between Survey Calibration Estimators and Semiparametric Models for Incomplete Data

Thomas Lumley, Pamela A. Shaw, James Y. Dai
2011 International Statistical Review  
Survey calibration (or generalized raking) estimators are a standard approach to the use of auxiliary information in survey sampling, improving on the simple Horvitz-Thompson estimator.  ...  We present some examples of using calibration to gain precision without making additional modelling assumptions in a variety of regression models.  ...  The calibration approach extends readily to multiple drugs or doses and to more general genetic models than the dominant model used by Psaty et al.  ... 
doi:10.1111/j.1751-5823.2011.00138.x pmid:23833390 pmcid:PMC3699889 fatcat:hk2pl7ywwvcmfmqgkpnbn3bw4y

Job Search, Bargaining, and Wage Dynamics

Shintaro Yamaguchi
2010 Journal of Labor Economics  
This paper constructs and estimates a model of strategic wage bargaining with on-the-job search to explore three different components of wages: general human capital, match-specific capital, and outside  ...  This between-firm competition results in wage growth even when productivity remains the same. The model is estimated by a simulated minimum distance estimator and data from the NLSY79.  ...  The parameters of the model are estimated by a simulated minimum distance estimator, which is closely related to the simulated method of moments, the efficient method of moments, and indirect inference  ... 
doi:10.1086/651954 fatcat:cs5ef7xkxzakvfjnshzb5mfasm
« Previous Showing results 1 — 15 out of 3,472 results