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Efficiently Weighted Estimating Equations with Application to Proportional Excess Hazards

  • Peter D. Sasieni
Chapter

Abstract

A general approach to estimation, that can lead to efficient estimation in two stages, is presented. The method will not always be available, but sufficient conditions for efficiency are provided together with four examples of its use: (1) estimation of the odds ratio in 1:M matched case-control studies with a dichotomous exposure variable; (2) estimation of the relative hazard in a two-sample survival setting; (3) estimation of the regression parameters in the proportional excess hazards model; and (4) estimation in a partly linear parametric additive hazards model. The method depends upon finding a family of weighted estimating equations, which includes a simple initial equation yielding a consistent estimate and also an equation that yields an efficient estimate, provided the optiomal weights are used.

Keywords

Efficient Score Nuisance Parameter Partial Likelihood Predictable Process Conditional Likelihood 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 1996

Authors and Affiliations

  • Peter D. Sasieni
    • 1
  1. 1.Dept. of Math, Stats and EpidemiologyImperial Cancer Research FundLondonEngland

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