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Semiparametric partially linear varying coefficient models with panel count data

Author

Listed:
  • Xin He

    (University of Maryland)

  • Xuenan Feng

    (The Hong Kong Polytechnic University)

  • Xingwei Tong

    (Beijing Normal University)

  • Xingqiu Zhao

    (The Hong Kong Polytechnic University)

Abstract

This paper studies semiparametric regression analysis of panel count data, which arise naturally when recurrent events are considered. Such data frequently occur in medical follow-up studies and reliability experiments, for example. To explore the nonlinear interactions between covariates, we propose a class of partially linear models with possibly varying coefficients for the mean function of the counting processes with panel count data. The functional coefficients are estimated by B-spline function approximations. The estimation procedures are based on maximum pseudo-likelihood and likelihood approaches and they are easy to implement. The asymptotic properties of the resulting estimators are established, and their finite-sample performance is assessed by Monte Carlo simulation studies. We also demonstrate the value of the proposed method by the analysis of a cancer data set, where the new modeling approach provides more comprehensive information than the usual proportional mean model.

Suggested Citation

  • Xin He & Xuenan Feng & Xingwei Tong & Xingqiu Zhao, 2017. "Semiparametric partially linear varying coefficient models with panel count data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(3), pages 439-466, July.
    • Handle: RePEc:spr:lifeda:v:23:y:2017:i:3:d:10.1007_s10985-016-9368-x
    DOI: 10.1007/s10985-016-9368-x
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    References listed on IDEAS

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    1. Jianguo Sun, 2003. "A nonparametric test for panel count data," Biometrika, Biometrika Trust, vol. 90(1), pages 199-208, March.
    2. Jianguo Sun & Xingwei Tong & Xin He, 2007. "Regression Analysis of Panel Count Data with Dependent Observation Times," Biometrics, The International Biometric Society, vol. 63(4), pages 1053-1059, December.
    3. Ying Zhang & Mortaza Jamshidian, 2003. "The Gamma-Frailty Poisson Model for the Nonparametric Estimation of Panel Count Data," Biometrics, The International Biometric Society, vol. 59(4), pages 1099-1106, December.
    4. Lu, Minggen & Zhang, Ying & Huang, Jian, 2009. "Semiparametric Estimation Methods for Panel Count Data Using Monotone B-Splines," Journal of the American Statistical Association, American Statistical Association, vol. 104(487), pages 1060-1070.
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    7. X. Joan Hu & Jianguo Sun & Lee‐Jen Wei, 2003. "Regression Parameter Estimation from Panel Counts," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(1), pages 25-43, March.
    8. Zeng, Donglin & Lin, D.Y. & Yin, Guosheng, 2005. "Maximum Likelihood Estimation for the Proportional Odds Model With Random Effects," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 470-483, June.
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    Cited by:

    1. Chunling Wang & Xiaoyan Lin, 2022. "Bayesian Semiparametric Regression Analysis of Multivariate Panel Count Data," Stats, MDPI, vol. 5(2), pages 1-17, May.
    2. Weiwei Wang & Yijun Wang & Xiaobing Zhao, 2022. "Semiparametric analysis of multivariate panel count data with nonlinear interactions," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 28(1), pages 89-115, January.
    3. Guo, Yuanyuan & Sun, Dayu & Sun, Jianguo, 2022. "Inference of a time-varying coefficient regression model for multivariate panel count data," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
    4. Dayu Sun & Yuanyuan Guo & Yang Li & Jianguo Sun & Wanzhu Tu, 2024. "A flexible time-varying coefficient rate model for panel count data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 30(4), pages 721-741, October.

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