题 目：Generalized Method of Moments for Linear Regression with Clustered Failure Time Data

报告人：Guosheng Yin（ Associate Professor，，The University of Texas, U.S.A. ）

时 间：2008年10月22日（周三）下昼2：00-3：00

地 点：安博电竞新楼214室

摘要：We propose a generalized method of moments approach to the accelerated failure time model with correlated survival data. We study the semiparametric rank estimator using the martingale-based moments. We circumvent direct estimation of correlation parameters by concatenating the moments and minimizing a quadratic objective function. We establish the consistency and asymptotic normality properties of the parameter estimators, and derive the limiting distribution of the objective function. We carry out simulation studies to examine the finite-sample properties of the method, and demonstrate its substantial efficiency gain over the conventional method. Finally, we illustrate the new proposal with an example from a diabetic retinopathy study.