A Unified Approach to Semiparametric Transformation Models Under General Biased Sampling Schemes
We propose a unified estimation method for semiparametric linear transformation models under general biased sampling schemes. The new estimator is obtained from a set of counting process-based unbiased estimating equations, developed through introducing a general weighting scheme that offsets the sampling bias. The usual asymptotic properties, including consistency and asymptotic normality, are established under suitable regularity conditions. A closed-form formula is derived for the limiting variance and the plug-in estimator is shown to be consistent. We demonstrate the unified approach through the special cases of left truncation, length bias, the case-cohort design, and variants thereof. Simulation studies and applications to real datasets are presented.
Year of publication: |
2013
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Authors: | Kim, Jane Paik ; Lu, Wenbin ; Sit, Tony ; Ying, Zhiliang |
Published in: |
Journal of the American Statistical Association. - Taylor & Francis Journals, ISSN 0162-1459. - Vol. 108.2013, 501, p. 217-227
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Publisher: |
Taylor & Francis Journals |
Saved in:
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