Penalized spline smoothing using Kaplan-Meier weights in semiparametric censored regression models
Orbe, Jesus (University of the Basque Country UPV/EHU)
Virto, Jorge (University of the Basque Country UPV/EHU)

Date:	2022
Abstract:	In this article we consider an extension of the penalized splines approach in the context of censored semiparametric modelling using Kaplan-Meier weights to take into account the effect of censorship. We proposed an estimation method and develop statistical inferences in the model. Using various simulation studies we show that the performance of the method is quite satisfactory. A real data set is used to illustrate that the proposed method is comparable to parametric approaches when assuming a probability distribution of the response variable and/or the functional form. However, our proposal does not need these assumptions since it avoids model specification problems.
Grants:	Ministerio de Ciencia e Innovación PID2019-105183GB-I00
Note:	Funding. This stud was supported by the Basque Government and the Spanish Research Agency of the Ministry of Science and Innovation under research grants UPV/EHU Econometrics Research Group IT1359-19 and PID2019-105183GB-I00.
Rights:	Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.
Language:	Anglès
Document:	Article ; recerca ; Versió publicada
Subject:	Censored data ; Kaplan-meier weights ; P-splines ; Semiparametric models ; Survival analysis
Published in:	SORT : statistics and operations research transactions, Vol. 46 Núm. 1 (2022) , p. 95-114 (Articles) , ISSN 2013-8830

Adreça original: https://raco.cat/index.php/SORT/article/view/401136
DOI: 10.2436/20.8080.02.119

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