Weighted estimator for the linear transformation models with multivariate failure time data

In this article, a simple and efficient weighted method is proposed to improve the estimation efficiency for the linear transformation models with multivariate failure time data. Asymptotic properties of the estimators with a closed-form variance-covariance matrix are established. In addition, a goodness-of-fit test is developed to evaluate the adequacy of the model. The performance of proposed method and the comparison on the efficiency between the proposed method and the working independence method (Lu, 2005) are conducted in finite-sample situation by simulation studies. Finally a real data set from the Busselton Population Health Surveys is illustrated to validate the proposed methodology. The related proofs of the theorems are given in the Appendix.