Generalized time-dependent conditional linear models under left truncation and right censoring

Teodorescu, Bianca;Van Keilegom, Ingrid;Cao, Ricardo
(2010) Annals of the Institute of Statistical Mathematics — Vol. 62, n° 3, p. 465-485 (2010)

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Abstract
Consider the model phi (S(z|X)) = beta(z)(X) over right arrow, where phi is a known link function, S(.|X) is the survival function of a response Y given a covariate X, (X) over right arrow = (1, X, X-2,..., X-p) and beta(z) is an unknown vector of time-dependent regression coefficients. The response is subject to left truncation and right censoring. Under this model, which reduces for special choices of phi to e.g. Cox proportional hazards model or the additive hazards model with time dependent coefficients, we study the estimation of the vector beta(z). A least squares approach is proposed and the asymptotic properties of the proposed estimator are established. The estimator is also compared with a competing maximum likelihood based estimator by means of simulations. Finally, the method is applied to a larynx cancer data set.
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  • Institution iconUCLouvainSSH/IMAQ - Institut multidisciplinaire pour la modélisation et l'analyse quantitative

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Teodorescu, B., Van Keilegom, I., & Cao, R. (2010). Generalized time-dependent conditional linear models under left truncation and right censoring. Annals of the Institute of Statistical Mathematics, 62(3), 465-485. https://doi.org/10.1007/s10463-008-0187-z (Original work published 2010)