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Local Regression and Likelihood

Local Regression and Likelihood
Author: Clive Loader
Publisher: Springer Science & Business Media
Total Pages: 290
Release: 2006-05-09
Genre: Mathematics
ISBN: 0387227326

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Separation of signal from noise is the most fundamental problem in data analysis, arising in such fields as: signal processing, econometrics, actuarial science, and geostatistics. This book introduces the local regression method in univariate and multivariate settings, with extensions to local likelihood and density estimation. Practical information is also included on how to implement these methods in the programs S-PLUS and LOCFIT.


Likelihood Methods in Survival Analysis

Likelihood Methods in Survival Analysis
Author: Jun Ma
Publisher: CRC Press
Total Pages: 401
Release: 2024-10-01
Genre: Mathematics
ISBN: 1351109707

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Many conventional survival analysis methods, such as the Kaplan-Meier method for survival function estimation and the partial likelihood method for Cox model regression coefficients estimation, were developed under the assumption that survival times are subject to right censoring only. However, in practice, survival time observations may include interval-censored data, especially when the exact time of the event of interest cannot be observed. When interval-censored observations are present in a survival dataset, one generally needs to consider likelihood-based methods for inference. If the survival model under consideration is fully parametric, then likelihood-based methods impose neither theoretical nor computational challenges. However, if the model is semi-parametric, there will be difficulties in both theoretical and computational aspects. Likelihood Methods in Survival Analysis: With R Examples explores these challenges and provides practical solutions. It not only covers conventional Cox models where survival times are subject to interval censoring, but also extends to more complicated models, such as stratified Cox models, extended Cox models where time-varying covariates are present, mixture cure Cox models, and Cox models with dependent right censoring. The book also discusses non-Cox models, particularly the additive hazards model and parametric log-linear models for bivariate survival times where there is dependence among competing outcomes. Features Provides a broad and accessible overview of likelihood methods in survival analysis Covers a wide range of data types and models, from the semi-parametric Cox model with interval censoring through to parametric survival models for competing risks Includes many examples using real data to illustrate the methods Includes integrated R code for implementation of the methods Supplemented by a GitHub repository with datasets and R code The book will make an ideal reference for researchers and graduate students of biostatistics, statistics, and data science, whose interest in survival analysis extend beyond applications. It offers useful and solid training to those who wish to enhance their knowledge in the methodology and computational aspects of biostatistics.


Proportional Hazards Regression

Proportional Hazards Regression
Author: John O'Quigley
Publisher: Springer Science & Business Media
Total Pages: 549
Release: 2008-01-25
Genre: Medical
ISBN: 0387686398

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The place in survival analysis now occupied by proportional hazards models and their generalizations is so large that it is no longer conceivable to offer a course on the subject without devoting at least half of the content to this topic alone. This book focuses on the theory and applications of a very broad class of models – proportional hazards and non-proportional hazards models, the former being viewed as a special case of the latter – which underlie modern survival analysis. Researchers and students alike will find that this text differs from most recent works in that it is mostly concerned with methodological issues rather than the analysis itself.


Local Likelihood Estimation

Local Likelihood Estimation
Author: Robert Tibshirani
Publisher: Ann Arbor, Mich. : University Microfilms International
Total Pages: 57
Release: 1984
Genre: Asymptotic efficiencies (Statistics)
ISBN:

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This paper extends the idea of local averaging to likelihood based models. One such application is to the class of generalized linear models. The author enlarges this class by replacing the covariate from chi beta with an unspecified smooth function. This function is estimated from the data by a technique called Local Likelihood Estimation - a type of local averaging. Multiple covariates are incorporated through a forward stepwise algorithm. The main application discussed however, is to the proportional hazards model of Cox (1972), for censored data, In a number of real data examples, the local likelihood technique proves to be effective in uncovering non-linear dependencies. Finally, the author gives some asymptotic results for local likelihood estimates and provides some methods for inference.


Local Polynomial Modelling and Its Applications

Local Polynomial Modelling and Its Applications
Author: Jianqing Fan
Publisher: Routledge
Total Pages: 358
Release: 2018-05-02
Genre: Mathematics
ISBN: 1351434810

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Data-analytic approaches to regression problems, arising from many scientific disciplines are described in this book. The aim of these nonparametric methods is to relax assumptions on the form of a regression function and to let data search for a suitable function that describes the data well. The use of these nonparametric functions with parametric techniques can yield very powerful data analysis tools. Local polynomial modeling and its applications provides an up-to-date picture on state-of-the-art nonparametric regression techniques. The emphasis of the book is on methodologies rather than on theory, with a particular focus on applications of nonparametric techniques to various statistical problems. High-dimensional data-analytic tools are presented, and the book includes a variety of examples. This will be a valuable reference for research and applied statisticians, and will serve as a textbook for graduate students and others interested in nonparametric regression.


Estimation of Regression Coefficients in the Competing Risks Model with Missing Cause of Failure

Estimation of Regression Coefficients in the Competing Risks Model with Missing Cause of Failure
Author: Kaifeng Lu
Publisher:
Total Pages: 70
Release: 2002
Genre:
ISBN:

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Keywords: cause-specific hazard, doubly robust, imputation, influence function, inverse probability weighting, locally efficient, missing at random, partial likelihood, proportional hazards model, semiparametric model.


Large Sample Theory for Sequential Analysis of the Proportional Hazards Model

Large Sample Theory for Sequential Analysis of the Proportional Hazards Model
Author: Thomas Sellke
Publisher:
Total Pages: 188
Release: 1982
Genre: Failure time data analysis
ISBN:

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An appropriate large sample theory for sequential analysis of the Cox proportional hazards model is developed. For clinical trials with simultaneous entry of patients, the efficient score process of the partial likelihood is easily seen to be a martingale. It follows that, in a time scale based on the observed Fisher information, the score process and the properly normalized maximum partial likelihood estimator behave asymptotically like Brownian motion. When entry is staggered, the efficient score process is no longer a martingale in general. However, if patients in a staggered-entry clinical trial are assumed to be independent and identically distributed, independently of entry time, then the score process is well approximated by a martingale. The asymptotic results involving weak convergence to Brownian motion hold as before. (Author).