CURRENT STATUS LINEAR REGRESSION

• 成果类型: Article
• 署名作者: Groeneboom, Piet; Hendrickx, Kim
• 署名单位: Delft University of Technology; Hasselt University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/17-AOS1589
• 发表日期: 2018
• 页码: 1415-1444
• 关键词: interval-censored-data; smoothed maximum-likelihood; proportional hazards model; rank correlation estimator; failure time data; Semiparametric models; efficient estimation; binary choice; bootstrap

摘要

We construct root n-consistent and asymptotically normal estimates for the finite dimensional regression parameter in the current status linear regression model, which do not require any smoothing device and are based on maximum likelihood estimates (MLEs) of the infinite dimensional parameter. We also construct estimates, again only based on these MLEs, which are arbitrarily close to efficient estimates, if the generalized Fisher information is finite. This type of efficiency is also derived under minimal conditions for estimates based on smooth nonmonotone plug-in estimates of the distribution function. Algorithms for computing the estimates and for selecting the bandwidth of the smooth estimates with a bootstrap method are provided. The connection with results in the econometric literature is also pointed out.