Efficient estimation for a semiparametric extended hazards model

Yi Kuan Tseng, Ken Ning Shu

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

We propose an alternative estimation for an extended hazards (EH) model by maximizing a kernel-smoothed profile likelihood function. The EH model includes the proportional hazards (PH) model and the accelerated failure time (AFT) model as special cases. Maximization is realized using conventional gradient-search methods. The nested structure of the EH model allows one to construct a goodness-of-fit for the PH model or the AFT model through a likelihood ratio test. We also establish asymptotic theories of the resulting estimators and the likelihood ratio test statistic.

Original languageEnglish
Pages (from-to)258-273
Number of pages16
JournalCommunications in Statistics - Simulation and Computation
Volume40
Issue number2
DOIs
StatePublished - Feb 2011

Keywords

  • Accelerated failure time model
  • Extended hazards model
  • Kernel-smoothed profile likelihood
  • Likelihood ratio test
  • Proportional hazards model

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