Semiparametric regression with time-dependent coefficients for failure time data analysis

Zhangsheng Yu, Xihong Lin

Research output: Contribution to journalArticle

6 Scopus citations


We propose a working independent profile likelihood method for the semiparametric time-varying coefficient model with correlation. Kernel likelihood is used to estimate time-varying coefficients. Profile likelihood for the parametric coefficients is formed by plugging in the nonparametric estimator. For independent data, the estimator is asymptotically normal and achieves the asymptotic semiparametric efficiency bound. We evaluate the performance of proposed nonparametric kernel estimator and the profile estimator, and apply the method to the western Kenya parasitemia data.

Original languageEnglish (US)
Pages (from-to)853-869
Number of pages17
JournalStatistica Sinica
Issue number2
StatePublished - Apr 1 2010


  • Clustered survival data
  • Efficiency
  • Estimating equation
  • Kernel smoothing
  • Marginal model
  • Profile likelihood
  • Sandwich estimator

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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