A Note on Inconsistency of NPMLE of the Distribution Function from Left Truncated and Case I Interval Censored Data

Authors: Pan W.¹; Chappell R.²

Source: Lifetime Data Analysis, Volume 5, Number 3, September 1999 , pp. 281-291(11)

Publisher: Springer

Abstract:

We show that under reasonable conditions the nonparametric maximum likelihood estimate (NPMLE) of the distribution function from left-truncated and case 1 interval-censored data is inconsistent, in contrast to the consistency properties of the NPMLE from only left-truncated data or only interval-censored data. However, the conditional NPMLE is shown to be consistent. Numerical examples are provided to illustrate their finite sample properties.

Keywords: cumulative hazard function; EM algorithm; survival analysis; vague convergence

Language: English

Document Type: Regular paper

Affiliations: 1: Division of Biostatistics, University of Minnesota, Minneapolis, MN 2: Departments of Biostatistics and Statistics, University of Wisconsin, Madison, WI

Publication date: 1999-09-01

• In this: publication
• By this: publisher
• In this Subject: Biology ,  Mathematics and Statistics
• By this author: Pan W. ;  Chappell R.

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