Abstract
Estimation of the proportional-odds failure-time regression model with interval censoring is considered. Conditions that allow for positive information for the regression parameter are discussed. The efficient score is characterized by a Fredholm equation of the second kind. The sieve maximum likelihood estimator for the finite-dimensional regression parameter is shown to be asymptotically normal with √n convergence rate and to achieve the information bound. Data analysis and simulations assist in clarifying our thoughts regarding the choice of sieve for finite-sample problems.
| Original language | English |
|---|---|
| Pages (from-to) | 960-967 |
| Number of pages | 8 |
| Journal | Journal of the American Statistical Association |
| Volume | 92 |
| Issue number | 439 |
| DOIs | |
| Publication status | Published - 1 Sept 1997 |
| Externally published | Yes |
Keywords
- Constrained maximization
- Information
- Isotonic regression
- Maximum likelihood estimate
- Profile likelihood
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty