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修正型BJ估計量及其區域混淆現象
Thesis

修正型BJ估計量及其區域混淆現象

蔡瑩桂
Masters, National Tsing Hua University
2001

Abstract

Buckley-James估計量大樣本性質局部交絡修正的Buckley-James估計方程式經驗過程方法 Buckley-James estimatorasymptoticallyLocal confounding effectmodified Buckley James estimating equationEPA
Since Buckley-James estimator can’t always find the only solution and don’t have asymptotically properties. Lai and Ying (1991) introduced a slight modification of the Buckley-James estimators to get around the difficulties and showed that the modified Buckley-James estimator is consistent and asymptotically normal. When the hazards function goes up and down along the time scale, we find the phenomenon local confounding exist between the hazard function h(.) and the covariates x in the modified Buckley James estimating equation. In order to reduce the local confounding effect, we propose the empirical process approach (EPA) based on an empirical process constructed from modified Buckley James estimating equation by varying its truncating time point, and use EPA to improve the estimation.

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