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A semiparametric pseudolikelihood estimation method for panel count data

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  • Ying Zhang
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    Abstract

    In this paper, we study panel count data with covariates. A semiparametric pseudolikelihood estimation method is proposed based on the assumption that, given a covariate vector Z, the underlying counting process is a nonhomogeneous Poisson process with the conditional mean function given by E{N (t) |Z} = &Lgr;-sub-0 (t) exp (&bgr;′-sub-0Z). The proposed estimation method is shown to be robust in the sense that the estimator converges to its true value regardless of whether or not N (t) is a conditional Poisson process, given Z. An iterative numerical algorithm is devised to compute the semiparametric maximum pseudolikelihood estimator of (&bgr;-sub-0, &Lgr;-sub-0). The algorithm appears to be attractive, especially when &bgr;-sub-0 is a high-dimensional regression parameter. Some simulation studies are conducted to validate the method. Finally, the method is applied to a real dataset from a bladder tumour study. Copyright Biometrika Trust 2002, Oxford University Press.

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    Bibliographic Info

    Article provided by Biometrika Trust in its journal Biometrika.

    Volume (Year): 89 (2002)
    Issue (Month): 1 (March)
    Pages: 39-48

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    Handle: RePEc:oup:biomet:v:89:y:2002:i:1:p:39-48

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    Cited by:
    1. N. Balakrishnan & Xingqiu Zhao, 2011. "A class of multi-sample nonparametric tests for panel count data," Annals of the Institute of Statistical Mathematics, Springer, vol. 63(1), pages 135-156, February.
    2. Balakrishnan, N. & Zhao, Xingqiu, 2010. "A nonparametric test for the equality of counting processes with panel count data," Computational Statistics & Data Analysis, Elsevier, vol. 54(1), pages 135-142, January.
    3. Zhang, Haixiang & Zhao, Hui & Sun, Jianguo & Wang, Dehui & Kim, KyungMann, 2013. "Regression analysis of multivariate panel count data with an informative observation process," Journal of Multivariate Analysis, Elsevier, vol. 119(C), pages 71-80.
    4. Zhao, Xingqiu & Tong, Xingwei, 2011. "Semiparametric regression analysis of panel count data with informative observation times," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 291-300, January.
    5. Zhao, Xingqiu & Tong, Xingwei & Sun, Jianguo, 2013. "Robust estimation for panel count data with informative observation times," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 33-40.
    6. M. Pardo, 2011. "Comments on: Nonparametric inference based on panel count data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 20(1), pages 54-57, May.
    7. Xingqiu Zhao & N. Balakrishnan & Jianguo Sun, 2011. "Nonparametric inference based on panel count data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 20(1), pages 1-42, May.
    8. Jacobo Uña-Álvarez, 2011. "Comments on: Nonparametric inference based on panel count data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 20(1), pages 62-64, May.
    9. Sun, Liuquan & Tong, Xingwei, 2009. "Analyzing longitudinal data with informative observation times under biased sampling," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1162-1168, May.
    10. X. Hu & Bin Zhang, 2012. "Pseudolikelihood ratio test with biased observations," Statistical Papers, Springer, vol. 53(2), pages 387-400, May.
    11. Xingwei Tong, 2011. "Comments on: Nonparametric inference based on panel count data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 20(1), pages 58-61, May.

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