This paper considers the additive hazards iliary covariate information to improve the efficiency regression analysis by utilizing continuous aux- of the statistical inference when the primary covariate is ascertained ...This paper considers the additive hazards iliary covariate information to improve the efficiency regression analysis by utilizing continuous aux- of the statistical inference when the primary covariate is ascertained only for a randomly selected subsample. The authors construct a martingale based estimating equation for the regression parameter and establish the asymptotic consistency and normality of the resultant estimators. Simulation study shows that the proposed method can greatly improve the efficiency compared with the estimator which discards the auxiliary covariate information in a variety of settings. A real example is also provided as an illustration.展开更多
基金supported by the National Natural Science Foundation of China under Grant Nos.11171263,41261087the Doctoral Fund of Ministry of Education of China under Grant Nos.20110141110004,20110141120004
文摘This paper considers the additive hazards iliary covariate information to improve the efficiency regression analysis by utilizing continuous aux- of the statistical inference when the primary covariate is ascertained only for a randomly selected subsample. The authors construct a martingale based estimating equation for the regression parameter and establish the asymptotic consistency and normality of the resultant estimators. Simulation study shows that the proposed method can greatly improve the efficiency compared with the estimator which discards the auxiliary covariate information in a variety of settings. A real example is also provided as an illustration.
