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Maximum likelihood estimation for semiparametric regression models with multivariate interval-censored data

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  • Donglin Zeng
  • Fei Gao
  • D. Y. Lin

Abstract

SummaryInterval-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.

Suggested Citation

  • Donglin Zeng & Fei Gao & D. Y. Lin, 2017. "Maximum likelihood estimation for semiparametric regression models with multivariate interval-censored data," Biometrika, Biometrika Trust, vol. 104(3), pages 505-525.
    • Handle: RePEc:oup:biomet:v:104:y:2017:i:3:p:505-525.
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    References listed on IDEAS

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    1. Donglin Zeng & Lu Mao & D. Y. Lin, 2016. "Maximum likelihood estimation for semiparametric transformation models with interval-censored data," Biometrika, Biometrika Trust, vol. 103(2), pages 253-271.
    2. Ying Zhang, 2002. "A semiparametric pseudolikelihood estimation method for panel count data," Biometrika, Biometrika Trust, vol. 89(1), pages 39-48, March.
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    4. D. Zeng & D. Y. Lin, 2007. "Maximum likelihood estimation in semiparametric regression models with censored data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(4), pages 507-564, September.
    5. Wen, Chi-Chung & Chen, Yi-Hau, 2011. "Nonparametric maximum likelihood analysis of clustered current status data with the gamma-frailty Cox model," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1053-1060, February.
    6. 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.
    7. Wang, Naichen & Wang, Lianming & McMahan, Christopher S., 2015. "Regression analysis of bivariate current status data under the Gamma-frailty proportional hazards model using the EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 83(C), pages 140-150.
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    Citations

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    Cited by:

    1. Liuquan Sun & Shuwei Li & Lianming Wang & Xinyuan Song & Xuemei Sui, 2022. "Simultaneous variable selection in regression analysis of multivariate interval‐censored data," Biometrics, The International Biometric Society, vol. 78(4), pages 1402-1413, December.
    2. Chun Yin Lee & Kin Yau Wong & Kwok Fai Lam & Dipankar Bandyopadhyay, 2023. "A semiparametric joint model for cluster size and subunit‐specific interval‐censored outcomes," Biometrics, The International Biometric Society, vol. 79(3), pages 2010-2022, September.
    3. Mengzhu Yu & Mingyue Du, 2022. "Regression Analysis of Multivariate Interval-Censored Failure Time Data under Transformation Model with Informative Censoring," Mathematics, MDPI, vol. 10(18), pages 1-17, September.
    4. Fei Gao & Kwun Chuen Gary Chan, 2019. "Semiparametric regression analysis of length‐biased interval‐censored data," Biometrics, The International Biometric Society, vol. 75(1), pages 121-132, March.
    5. Shuwei Li & Limin Peng, 2023. "Instrumental variable estimation of complier causal treatment effect with interval‐censored data," Biometrics, The International Biometric Society, vol. 79(1), pages 253-263, March.
    6. Kaitlyn Cook & Wenbin Lu & Rui Wang, 2023. "Marginal proportional hazards models for clustered interval‐censored data with time‐dependent covariates," Biometrics, The International Biometric Society, vol. 79(3), pages 1670-1685, September.
    7. Petti, Danilo & Eletti, Alessia & Marra, Giampiero & Radice, Rosalba, 2022. "Copula link-based additive models for bivariate time-to-event outcomes with general censoring scheme," Computational Statistics & Data Analysis, Elsevier, vol. 175(C).
    8. Yi, Fengting & Tang, Niansheng & Sun, Jianguo, 2020. "Regression analysis of interval-censored failure time data with time-dependent covariates," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    9. Wei Zhao & Limin Peng & John Hanfelt, 2022. "Semiparametric latent class analysis of recurrent event data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(4), pages 1175-1197, September.
    10. Bernard Rosner & Camden Bay & Robert J. Glynn & Gui-shuang Ying & Maureen G. Maguire & Mei-Ling Ting Lee, 2023. "Estimation and testing for clustered interval-censored bivariate survival data with application using the semi-parametric version of the Clayton–Oakes model," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 29(4), pages 854-887, October.
    11. Chun Yin Lee & Kin Yau Wong & K. F. Lam & Jinfeng Xu, 2022. "Analysis of clustered interval‐censored data using a class of semiparametric partly linear frailty transformation models," Biometrics, The International Biometric Society, vol. 78(1), pages 165-178, March.

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