Statistical Analysis of Complex Data in Survival and Event History Analysis
نام عام مواد
[Thesis]
نام نخستين پديدآور
Ling, Hok Kan
نام ساير پديدآوران
Ying, Zhiliang
وضعیت نشر و پخش و غیره
نام ناشر، پخش کننده و غيره
Columbia University
تاریخ نشرو بخش و غیره
2020
مشخصات ظاهری
نام خاص و کميت اثر
113
یادداشتهای مربوط به پایان نامه ها
جزئيات پايان نامه و نوع درجه آن
Ph.D.
کسي که مدرک را اعطا کرده
Columbia University
امتياز متن
2020
یادداشتهای مربوط به خلاصه یا چکیده
متن يادداشت
This thesis studies two aspects of the statistical analysis of complex data in survival and event history analysis. After a short introduction to survival and event history analysis in Chapter 1, we proposed a multivariate proportional intensity factor model for multivariate counting processes in Chapter 2. In an exploratory analysis on process data, a large number of possibly time-varying covariates maybe included. These covariates along with the high-dimensional counting processes often exhibit a low-dimensional structure that has meaningful interpretation. We explore such structure through specifying random coefficients in a low dimensional space through a factor model. For the estimation of the resulting model, we establish the asymptotic theory of the nonparametric maximum likelihood estimator (NPMLE). In particular, the NPMLE is consistent, asymptotically normal and asymptotically efficient with covariance matrix that can be consistently estimated by the inverse information matrix or the profile likelihood method under some suitable regularity conditions. Furthermore, to obtain a parsimonious model and to improve interpretation of parameters therein, variable selection and estimation for both fixed and random effects are developed by penalized likelihood. We illustrate the method using simulation studies as well as a real data application from The Programme for the International Assessment of Adult Competencies (PIAAC). Chapter 3 concerns rare events and sparse covariates in event history analysis. In large-scale longitudinal observational databases, the majority of subjects may not experience a particular event of interest. Furthermore, the associated covariate processes could also be zero for most of the subjects at any time. We formulate such setting of rare events and sparse covariates under the proportional intensity model and establish the validity of using the partial likelihood estimator and the observed information matrix for inference under this framework.
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Event history analysis
موضوع مستند نشده
Factor model
موضوع مستند نشده
Process data
موضوع مستند نشده
Rare event
موضوع مستند نشده
Sparse covariate
موضوع مستند نشده
Survival analysis
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )