Abstract
We propose a spline-based semiparametric maximum likelihood approach to analysing the Cox model with interval-censored data. With this approach, the baseline cumulative hazard function is approximated by a monotone B-spline function. We extend the generalized Rosen algorithm to compute the maximum likelihood estimate. We show that the estimator of the regression parameter is asymptotically normal and semiparametrically efficient, although the estimator of the baseline cumulative hazard function converges at a rate slower than root- n. We also develop an easy-to-implement method for consistently estimating the standard error of the estimated regression parameter, which facilitates the proposed inference procedure for the Cox model with interval-censored data. The proposed method is evaluated by simulation studies regarding its finite sample performance and is illustrated using data from a breast cosmesis study.
Original language | English |
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Pages (from-to) | 338-354 |
Number of pages | 17 |
Journal | Scandinavian Journal of Statistics |
Volume | 37 |
Issue number | 2 |
DOIs | |
Publication status | Published - 1 Jun 2010 |
Externally published | Yes |
Keywords
- Consistent variance estimation
- Convergence rate
- Efficient estimation
- Empirical processes
- Monotonicity constraints
- Sieve semiparametric model
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty