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Semiparametric estimation of the accelerated failure time model with partly interval‐censored data

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  • Fei Gao
  • Donglin Zeng
  • Dan‐Yu Lin

Abstract

Partly interval‐censored (PIC) data arise when some failure times are exactly observed while others are only known to lie within certain intervals. In this article, we consider efficient semiparametric estimation of the accelerated failure time (AFT) model with PIC data. We first generalize the Buckley–James estimator for right‐censored data to PIC data. Then, we develop a one‐step estimator by deriving and estimating the efficient score for the regression parameters. We show that under mild regularity conditions the generalized Buckley–James estimator is consistent and asymptotically normal and the one‐step estimator is consistent and asymptotically normal with a covariance matrix that attains the semiparametric efficiency bound. We conduct extensive simulation studies to examine the performance of the proposed estimators in finite samples and apply our methods to data derived from an AIDS study.

Suggested Citation

  • Fei Gao & Donglin Zeng & Dan‐Yu Lin, 2017. "Semiparametric estimation of the accelerated failure time model with partly interval‐censored data," Biometrics, The International Biometric Society, vol. 73(4), pages 1161-1168, December.
    • Handle: RePEc:bla:biomet:v:73:y:2017:i:4:p:1161-1168
    DOI: 10.1111/biom.12700
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    References listed on IDEAS

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    1. Yuanyuan Lin & Kani Chen, 2013. "Efficient estimation of the censored linear regression model," Biometrika, Biometrika Trust, vol. 100(2), pages 525-530.
    2. Jong S. Kim, 2003. "Maximum likelihood estimation for the proportional hazards model with partly interval‐censored data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 489-502, May.
    3. Zeng, Donglin & Lin, D.Y., 2007. "Efficient Estimation for the Accelerated Failure Time Model," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1387-1396, December.
    4. William B. Goggins & Dianne M. Finkelstein, 2000. "A Proportional Hazards Model for Multivariate Interval-Censored Failure Time Data," Biometrics, The International Biometric Society, vol. 56(3), pages 940-943, September.
    5. Lu Tian & Tianxi Cai, 2006. "On the accelerated failure time model for current status and interval censored data," Biometrika, Biometrika Trust, vol. 93(2), pages 329-342, June.
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    Cited by:

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    2. Xi Ning & Yinghao Pan & Yanqing Sun & Peter B. Gilbert, 2023. "A semiparametric Cox–Aalen transformation model with censored data," Biometrics, The International Biometric Society, vol. 79(4), pages 3111-3125, December.
    3. Choi, Taehwa & Kim, Arlene K.H. & Choi, Sangbum, 2021. "Semiparametric least-squares regression with doubly-censored data," Computational Statistics & Data Analysis, Elsevier, vol. 164(C).

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