CAJ | 학술논문

加速失效模型(AFT模型)是研究失效时间和协变量间相互关系的一类重要模型。在标准的 AFT模型中，假设对数变换后的生存时间与协变量间是线性关系，本文将线性关系扩展到非线性，在广义 M估计的目标函数中使用Kaplan-Meier权，提出右删失数据非线性回归模型的加权广义 M估计。我们还得到了广义 M估计的渐近性和相合性，并且通过模拟研究验证了该方法在有限样本情形下估计效果良好。
가속실효모형(AFT모형)시연구실효시간화협변량간상호관계적일류중요모형。재표준적 AFT모형중，가설대수변환후적생존시간여협변량간시선성관계，본문장선성관계확전도비선성，재엄의 M고계적목표함수중사용Kaplan-Meier권，제출우산실수거비선성회귀모형적가권엄의 M고계。아문환득도료엄의 M고계적점근성화상합성，병차통과모의연구험증료해방법재유한양본정형하고계효과량호。
Accelerated failure time model is an important regression tool to study association between failure time and co-variates.In standard accelerated lifetime model,log lifetime is a linear function of co-variable vector.This model is now extended to admit general nonlinear functional relationships.We propose a robust weighted generalized M-estimation for nonlinear regression with right-censored data using the Kaplan-Meier weights in the generalized M type obj ective function to estimate regression coefficients and scale parameter simultaneously.Asymptotic properties including the root-n consistency and asymptotic normality are established for the resulting estimator under suitable conditions. Simulations suggest that the proposed estimator has good finite sample performance in comparison with existing robust estimators.