title: Nonparametric quasi-likelihood for right censored data.
abstract: Quasi-likelihood was extended to right censored data to handle heteroscedasticity in the frame of the accelerated failure time (AFT) model. However, the assumption of known variance function in the quasi-likelihood for right censored data is usually unrealistic. In this paper, we propose a nonparametric quasi-likelihood by replacing the specified variance function with a nonparametric variance function estimator. This nonparametric variance function estimator is obtained by smoothing a function of squared residuals via local polynomial regression. The rate of convergence of the nonparametric variance function estimator and the asymptotic limiting distributions of the regression coefficient estimators are derived. It is demonstrated in simulations that for finite samples the proposed nonparametric quasi-likelihood method performs well. The new method is illustrated with one real dataset.
authors.affiliation: Jiann-Ping Hsu college of Public Health, Georgia Southern University, Statesboro, GA 30460, USA. lyu@georgiasouthern.edu
authors.forename: Lili
authors.initials: L
authors.lastname: Yu
mesh_terms: D018906:Antineoplastic Agents, Alkylating / Q000627:therapeutic use; D001806:Blood Urea Nitrogen; D003198:Computer Simulation; D003627:Data Interpretation, Statistical; D006454:Hemoglobins / Q000032:analysis; D006801:Humans; D053208:Kaplan-Meier Estimate; D016013:Likelihood Functions; D015233:Models, Statistical; D009010:Monte Carlo Method; D009101:Multiple Myeloma / Q000097:blood / Q000188:drug therapy
chemical_list: D018906:Antineoplastic Agents, Alkylating; D006454:Hemoglobins