Abstract
We propose a unified estimation method for semiparametric linear transformation models under general biased sampling schemes. The new estimator is obtained from a set of counting process-based unbiased estimating equations, developed through introducing a general weighting scheme that offsets the sampling bias. The usual asymptotic properties, including consistency and asymptotic normality, are established under suitable regularity conditions. A closed-form formula is derived for the limiting variance and the plug-in estimator is shown to be consistent. We demonstrate the unified approach through the special cases of left truncation, length bias, the case-cohort design, and variants thereof. Simulation studies and applications to real datasets are presented.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.