Kernel Meets Sieve: Transformed Hazards Models with Sparse Longitudinal Covariates
核方法与筛方法结合:稀疏纵向协变量下的变换风险模型
We study the transformed hazards model with time-dependent covariates observed intermittently for the censored outcome. Existing work assumes the availability of the whole trajectory of the time-dependent covariates, which is unrealistic. We propose combining kernel-weighted log-likelihood and sieve maximum log-likelihood estimation to conduct statistical inference. The method is robust and easy to implement. We establish the asymptotic properties of the proposed estimator…