统计与管理学院2015年学术报告第38期
【主 题】 Regression analysis of additive hazards model with latent variables
【报告人】 孙六全 研究员
中国科学院
【时 间】 2015年9月16日（星期三）15:00－16:00
【地 点】 上海财经大学统计与管理学院大楼1208室
【语 言】 英文
【摘 要】 We propose an additive hazards model with latent variables to investigate the observed and latent risk factors of the failure time of interest. Each latent risk factor is characterized by correlated observed variables through a confirmatory factor analysis model. We develop a hybrid procedure that combines the EM algorithm and the borrow-strength estimation approach to estimate the model parameters. The consistency and asymptotic normality of the parameter estimators are established. Various nice features including finite sample performance of the proposed methodology are demonstrated by simulation studies. Our model is applied to a study concerning the risk factors of chronic kidney disease for type 2 diabetic patients.
