The construction of a reliable, practically useful prediction rule for future responses is heavily dependent on the 'adequacy' of the fitted regression model. In this article, we consider the absolute prediction error, the expected value of the absolute difference between the future and...

When the estimating function for a vector of parameters is not smooth, it is often rather difficult, if not impossible, to obtain a consistent estimator by solving the corresponding estimating equation using standard numerical techniques. In this paper, we propose a simple inference procedure...

The accelerated failure time model specifies that the logarithm of the failure time is linearly related to the covariate vector without assuming a parametric error distribution. In this paper, we consider the semiparametric Box--Cox transformation model, which includes the above regression model...

For modern evidence-based medicine, decisions on disease prevention or management strategies are often guided by a risk index system. For each individual, the system uses his/her baseline information to estimate the risk of experiencing a future disease-related clinical event. Such a risk...

Suppose that, under a two-level hierarchical model, the distribution of the vector of random parameters is known or can be estimated well. The data are generated via a fixed, but unobservable, realisation of the vector. We derive the smallest confidence region for a specific component of this...

The semiparametric accelerated failure time model relates the logarithm of the failure time linearly to the covariates while leaving the error distribution unspecified. The present paper describes simple and reliable inference procedures based on the least-squares principle for this model with...

We propose a graphical measure, the generalized negative predictive function, to quantify the predictive accuracy of covariates for survival time or recurrent event times. This new measure characterizes the event-free probabilities over time conditional on a thresholded linear combination of...

Attributable fractions are commonly used to measure the impact of risk factors on disease incidence in the population. These static measures can be extended to functions of time when the time to disease occurrence or event time is of interest. The present paper deals with nonparametric and...

Meta-analysis is widely used to synthesize the results of multiple studies. Although meta-analysis is traditionally carried out by combining the summary statistics of relevant studies, advances in technologies and communications have made it increasingly feasible to access the original data on...

A class of semiparametric transformation models is proposed to characterise the effects of possibly time-varying covariates on the intensity functions of counting processes. The class includes the proportional intensity model and linear transformation models as special cases. Nonparametric...