Skip to main content

Maximum likelihood estimation in semiparametric regression models with censored data

Buy Article:

$51.00 plus tax (Refund Policy)

Abstract:

Summary. 

Semiparametric regression models play a central role in formulating the effects of covariates on potentially censored failure times and in the joint modelling of incomplete repeated measures and failure times in longitudinal studies. The presence of infinite dimensional parameters poses considerable theoretical and computational challenges in the statistical analysis of such models. We present several classes of semiparametric regression models, which extend the existing models in important directions. We construct appropriate likelihood functions involving both finite dimensional and infinite dimensional parameters. The maximum likelihood estimators are consistent and asymptotically normal with efficient variances. We develop simple and stable numerical techniques to implement the corresponding inference procedures. Extensive simulation experiments demonstrate that the inferential and computational methods proposed perform well in practical settings. Applications to three medical studies yield important new insights. We conclude that there is no reason, theoretical or numerical, not to use maximum likelihood estimation for semiparametric regression models. We discuss several areas that need further research.

Keywords: Counting process; EM algorithm; Generalized linear mixed models; Joint models; Multivariate failure times; Non-parametric likelihood; Profile likelihood; Proportional hazards; Random effects; Repeated measures; Semiparametric efficiency; Survival data; Transformation models

Document Type: Research Article

DOI: http://dx.doi.org/10.1111/j.1369-7412.2007.00606.x

Affiliations: University of North Carolina, Chapel Hill, USA

Publication date: September 1, 2007

bpl/rssb/2007/00000069/00000004/art00001
dcterms_title,dcterms_description,pub_keyword
6
5
20
40
5

Access Key

Free Content
Free content
New Content
New content
Open Access Content
Open access content
Subscribed Content
Subscribed content
Free Trial Content
Free trial content
Cookie Policy
X
Cookie Policy
Ingenta Connect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more