A Joint Latent Model for Time-dependent Response, Measurement Time, and Terminal Time Processes
| Autor: | Xiao-Wei Lin, 林曉薇 |
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| Rok vydání: | 2006 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 94 In this thesis, a joint latent varying-coefficient model is proposed to establish the relationship among processes of time-dependent response, measurement time or recurrent event time, and terminal time. The dependence within and among these processes and the heterogeneity on each process are modelled through partially nonparametric latent variables. Based on the longitudinal and survival time data, an estimation approach is proposed for the parameter functions in the considered joint latent model. In our estimation procedure, each parameter function is first substituted by the corresponding basis function expansions, and, hence, the approximated likelihood function is induced. By implementing the expectation and maximization (EM) algorithm or directly using the integration technique, the estimates of parameters in the basis function expansions are obtained. It is naturally to use the estimated functions of basis function expansions as the estimators of the corresponding parameter functions. In this thesis, the asymptotic and finite sample properties of the estimated functions are also derived and examined through a Monte-Carlo simulation, respectively. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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