Maximum likelihood estimation for semiparametric regression models with multivariate interval-censored data
成果类型:
Article
署名作者:
Zeng, Donglin; Gao, Fei; Lin, D. Y.
署名单位:
University of North Carolina; University of North Carolina Chapel Hill
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
DOI:
10.1093/biomet/asx029
发表日期:
2017
页码:
505525
关键词:
FAILURE TIME DATA
proportional hazards model
transformation models
efficient estimation
profile likelihood
frailty model
摘要:
Interval-censored multivariate failure time data arise when there are multiple types of failure or there is clustering of study subjects and each failure time is known only to lie in a certain interval. We investigate the effects of possibly time-dependent covariates on multivariate failure times by considering a broad class of semiparametric transformation models with random effects, and we study nonparametric maximum likelihood estimation under general interval-censoring schemes. We show that the proposed estimators for the finite-dimensional parameters are consistent and asymptotically normal, with a limiting covariance matrix that attains the semiparametric efficiency bound and can be consistently estimated through profile likelihood. In addition, we develop an EM algorithm that converges stably for arbitrary datasets. Finally, we assess the performance of the proposed methods in extensive simulation studies and illustrate their application using data derived from the Atherosclerosis Risk in Communities Study.