Open Access
2024 Regression analysis of partially linear transformed mean residual life models
Haijin He, Jingheng Cai, Xinyuan Song
Author Affiliations +
Electron. J. Statist. 18(1): 77-118 (2024). DOI: 10.1214/23-EJS2195


We propose a novel class of partially linear transformed mean residual life (TMRL) models to investigate linear and nonlinear covariate effects on survival outcomes of interest. A martingale-based estimating equation approach with global and kernel-weighted local estimating equations is developed to estimate the parametric and nonparametric components. Unlike the existing inverse probability of censoring weighting estimating equation approach on TMRL models, the newly proposed method avoids estimating or modeling the distribution of the censoring time, thereby enhancing model capability and computational efficiency. Furthermore, we establish the asymptotic properties for the estimators of parametric and nonparametric components and develop an efficient iterative algorithm to implement the proposed procedure. Simulation studies demonstrate the satisfactory finite sample performance of the proposed method. Finally, our model is applied to the studies of lung cancer and type 2 diabetic complications.

Funding Statement

The research of Haijin He was supported in part by the National Natural Science Foundation of China (NSFC) (Grant No. 11701387) and the Science and Technology Planning Project of Shenzhen Municipality, PR China (Grant No. 20220810171450002). The research of Jingheng Cai was supported by NSFC (Grant No. 11771463). The research of Xinyuan Song was supported by the Research Grant Council of the HKSAR (No. 14302220).


Download Citation

Haijin He. Jingheng Cai. Xinyuan Song. "Regression analysis of partially linear transformed mean residual life models." Electron. J. Statist. 18 (1) 77 - 118, 2024.


Received: 1 October 2022; Published: 2024
First available in Project Euclid: 29 January 2024

Digital Object Identifier: 10.1214/23-EJS2195

Keywords: Estimating equation , local polynomial , martingale , partially linear model , TMRL model

Vol.18 • No. 1 • 2024
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