NDLI: Bandwidth selection for the estimation of transition probabilities in the location-scale progressive three-state model

Content Provider	Springer Nature Link
Author	Meira Machado, Luís Roca Pardiñas, Javier Van Keilegom, Ingrid Cadarso Suárez, Carmen
Copyright Year	2013
Abstract	Times between consecutive events are often of interest in medical studies. Usually the events represent different states of the disease process and are modeled using multi-state models. This paper introduces and studies a feasible estimation method for the transition probabilities in a progressive three-state model. We assume that the vector of gap times $$(T_1,T_2)$$ satisfies a nonparametric location-scale regression model $$T_2=m(T_1)+\sigma (T_1)\epsilon $$ , where the functions $$m$$ and $$\sigma $$ are ‘smooth’, and $$\epsilon $$ is independent of $$T_1$$ . Under this model, Van Keilegom et al. (J Stat Plan Inference 141:1118–1131, 2011) proposed estimators of the transition probabilities. However, the important issue of automatic bandwidth choice in this setting has not been examined, making the analysis of real datasets rather difficult. In this paper, we study the performance of their estimator in practice, we propose some modifications and study practical issues related to the implementation of the estimator, which involves the choice of an appropriate bandwidth. In an extensive simulation study the good performance of the method is shown. Simulations also demonstrate that the proposed estimator compares favorably with alternative estimators. Furthermore, the proposed methodology is illustrated with a real database on breast cancer.
Starting Page	2185
Ending Page	2210
Page Count	26
File Format	PDF
ISSN	09434062
Journal	Computational Statistics
Volume Number	28
Issue Number	5
e-ISSN	16139658
Language	English
Publisher	Springer Berlin Heidelberg
Publisher Date	2013-02-09
Publisher Place	Berlin, Heidelberg
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Censoring Computational statistics Location-scale model Nonparametric regression Progressive three-state model Transition probabilities Statistics Probability and Statistics in Computer Science Probability Theory and Stochastic Processes Economic Theory
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty Computational Mathematics

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