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Local likelihood with time-varying additive hazards model. (English) Zbl 1129.62087

Summary: The authors propose the local likelihood method for the time-varying coefficient additive hazards model. They use the Newton-Raphson algorithm to maximize the likelihood into which a local polynomial expansion has been incorporated. They establish the asymptotic properties for the time-varying coefficient estimators and they derive explicit expressions for the variance and bias. They also present simulation results describing the performance of their approach for finite sample sizes. Their numerical comparisons show the stability and efficiency of the local maximum likelihood estimator. The authors illustrate their proposal with data from a laryngeal cancer clinical study.

MSC:

62N02 Estimation in survival analysis and censored data
62N01 Censored data models
62G05 Nonparametric estimation
65C60 Computational problems in statistics (MSC2010)
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