English, Article edition: Some estimators and tests for accelerated hazards model using weighted cumulative hazard difference Seung-Hwan Lee

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Physical Description
  • article
Language
  • English

Edition details

Title
  • Some estimators and tests for accelerated hazards model using weighted cumulative hazard difference
Author
  • Seung-Hwan Lee
Physical Description
  • article
Notes
  • For a censored two-sample problem, Chen and Wang [Y.Q. Chen and M.-C. Wang, Analysis of accelerated hazards models, J. Am. Statist. Assoc. 95 (2000), pp. 608-618] introduced the accelerated hazards model. The scale-change parameter in this model characterizes the association of two groups. However, its estimator involves the unknown density in the asymptotic variance. Thus, to make an inference on the parameter, numerically intensive methods are needed. The goal of this article is to propose a simple estimation method in which estimators are asymptotically normal with a density-free asymptotic variance. Some lack-of-fit tests are also obtained from this. These tests are related to Gill-Schumacher type tests [R.D. Gill and M. Schumacher, A simple test of the proportional hazards assumption, Biometrika 74 (1987), pp. 289-300] in which the estimating functions are evaluated at two different weight functions yielding two estimators that are close to each other. Numerical studies show that for some weight functions, the estimators and tests perform well. The proposed procedures are illustrated in two applications.
  • accelerated hazards model, two-sample censored data, estimation, lack-of-fit tests,
  • RePEc:taf:japsta:v:36:y:2009:i:5:p:473-482
Language
  • English
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