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|Title:||Induced smoothing for rank regression with censored survival times||Authors:||Brown, B.M.
|Keywords:||Accelerated failure time model
Monotone estimating functions
|Issue Date:||20-Feb-2007||Citation:||Brown, B.M., Wang, Y.-G. (2007-02-20). Induced smoothing for rank regression with censored survival times. Statistics in Medicine 26 (4) : 828-836. ScholarBank@NUS Repository. https://doi.org/10.1002/sim.2576||Abstract:||Adaptions of weighted rank regression to the accelerated failure time model for censored survival data have been successful in yielding asymptotically normal estimates and flexible weighting schemes to increase statistical efficiencies. However, for only one simple weighting scheme, Gehan or Wilcoxon weights, are estimating equations guaranteed to be monotone in parameter components, and even in this case are step functions, requiring the equivalent of linear programming for computation. The lack of smoothness makes standard error or covariance matrix estimation even more difficult. An induced smoothing technique overcame these difficulties in various problems involving monotone but pure jump estimating equations, including conventional rank regression. The present paper applies induced smoothing to the Gehan-Wilcoxon weighted rank regression for the accelerated failure time model, for the more difficult case of survival time data subject to censoring, where the inapplicability of permutation arguments necessitates a new method of estimating null variance of estimating functions. Smooth monotone parameter estimation and rapid, reliable standard error or covariance matrix estimation is obtained. Copyright © 2006 John Wiley & Sons, Ltd.||Source Title:||Statistics in Medicine||URI:||http://scholarbank.nus.edu.sg/handle/10635/132718||ISSN:||02776715||DOI:||10.1002/sim.2576|
|Appears in Collections:||Staff Publications|
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