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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2023
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2310.15877 |
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| _version_ | 1866909534862180352 |
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| author | Sun, Zhuowei Cao, Hongyuan |
| author_facet | Sun, Zhuowei Cao, Hongyuan |
| contents | We study the multiplicative hazards model with intermittently observed longitudinal covariates and time-varying coefficients. For such models, the existing ad hoc approach, such as the last value carried forward, is biased. We propose a kernel weighting approach to get an unbiased estimation of the non-parametric coefficient function and establish asymptotic normality for any fixed time point. Furthermore, we construct the simultaneous confidence band to examine the overall magnitude of the variation. Simulation studies support our theoretical predictions and show favorable performance of the proposed method. A data set from Alzheimer's Disease Neuroimaging Initiative study is used to illustrate our methodology. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2310_15877 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Regression analysis of multiplicative hazards model with time-dependent coefficient for sparse longitudinal covariates Sun, Zhuowei Cao, Hongyuan Methodology We study the multiplicative hazards model with intermittently observed longitudinal covariates and time-varying coefficients. For such models, the existing ad hoc approach, such as the last value carried forward, is biased. We propose a kernel weighting approach to get an unbiased estimation of the non-parametric coefficient function and establish asymptotic normality for any fixed time point. Furthermore, we construct the simultaneous confidence band to examine the overall magnitude of the variation. Simulation studies support our theoretical predictions and show favorable performance of the proposed method. A data set from Alzheimer's Disease Neuroimaging Initiative study is used to illustrate our methodology. |
| title | Regression analysis of multiplicative hazards model with time-dependent coefficient for sparse longitudinal covariates |
| topic | Methodology |
| url | https://arxiv.org/abs/2310.15877 |