Online Program Home
My Program

Abstract Details

Activity Number: 674
Type: Invited
Date/Time: Thursday, August 4, 2016 : 10:30 AM to 12:20 PM
Sponsor: ENAR
Abstract #321844
Title: Maximum Likelihood Estimation for Semiparametric Models with Interval-Censored Data
Author(s): Danyu Lin*
Companies: The University of North Carolina at Chapel Hill
Keywords: Current-status data ; EM algorithm ; Multivariate failure times ; Nonparametric likelihood ; Proportional hazards ; Transformation models

Interval censoring arises frequently in clinical, epidemiological, financial, and sociological studies, where the event or failure of interest is not observed at an exact time but is rather known to occur within an interval induced by periodic monitoring. We formulate the effects of potentially time-dependent covariates on the interval-censored failure time through semiparametric regression models, such as the Cox proportional hazards model. We study nonparametric maximum likelihood estimation with an arbitrary number of monitoring times for each subject. We devise an EM algorithm that converges stably, even in the presence of time-dependent covariates. We then show that the estimators for the regression parameters are consistent, asymptotically normal, and asymptotically efficient with an easily estimated covariance matrix. In addition, we extend the EM algorithm and asymptotic theory to competing risks and multivariate failure time data. Finally, we demonstrate the desirable performance of the proposed numerical and inferential procedures through extensive simulation studies and applications to real medical studies.

Authors who are presenting talks have a * after their name.

Back to the full JSM 2016 program

Copyright © American Statistical Association