Please use this identifier to cite or link to this item: https://doi.org/10.1111/j.1467-9574.2011.00481.x
Title: Analysis of failure time using threshold regression with semi-parametric varying coefficients
Authors: Li, J. 
Lee, M.-L.T.
Keywords: Bootstrap
Inverse Gaussian distribution
Threshold regression
Varying coefficients model
Wiener process
Issue Date: May-2011
Citation: Li, J., Lee, M.-L.T. (2011-05). Analysis of failure time using threshold regression with semi-parametric varying coefficients. Statistica Neerlandica 65 (2) : 164-182. ScholarBank@NUS Repository. https://doi.org/10.1111/j.1467-9574.2011.00481.x
Abstract: Many new statistical models may enjoy better interpretability and numerical stability than traditional models in survival data analysis. Specifically, the threshold regression (TR) technique based on the inverse Gaussian distribution is a useful alternative to the Cox proportional hazards model to analyse lifetime data. In this article we consider a semi-parametric modelling approach for TR and contribute implementational and theoretical details for model fitting and statistical inferences. Extensive simulations are carried out to examine the finite sample performance of the parametric and non-parametric estimates. A real example is analysed to illustrate our methods, along with a careful diagnosis of model assumptions. © 2011 The Authors. Statistica Neerlandica © 2011 VVS.
Source Title: Statistica Neerlandica
URI: http://scholarbank.nus.edu.sg/handle/10635/105002
ISSN: 00390402
DOI: 10.1111/j.1467-9574.2011.00481.x
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