ADDITIVE MEAN RESIDUAL LIFE MODEL WITH LATENT VARIABLES UNDER RIGHT CENSORING

作者：He, Haijin^*; Pan, Deng; Song, Xinyuan; Sun, Liuquan

来源：Statistica Sinica, 2019, 29(1): 47-66.

DOI：10.5705/ss.202015.0369

• Borrow-strength estimation
• corrected estimating equations
• distribution-free factor analysis
• latent variables
• mean residual life function
• model checking

We propose a novel additive mean residual life model to examine the effects of observable and latent risk factors on the mean residual life function of interest in the presence of right censoring. We use factor analysis to characterize the latent risk factors on the basis of multiple observed variables. We develop a borrow-strength estimation procedure that incorporates an asymptotically distribution-free generalized least square method and a corrected estimating equation approach. We establish the asymptotic properties of the proposed estimators. We develop a goodness-of-fit test for model checking. We report on simulations to evaluate the finite sample performance of the method. The application to a study on chronic kidney disease for type 2 diabetic patients reveals insights into the prevention of such common diabetic complications.

• 出版日期2019-1
• 单位华中科技大学; 深圳大学; 中国科学院数学与系统科学研究院; 香港中文大学