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Analysing panel count data with informative observation times

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  • Chiung-Yu Huang
  • Mei-Cheng Wang
  • Ying Zhang
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    Abstract

    In this paper, we study panel count data with informative observation times. We assume nonparametric and semiparametric proportional rate models for the underlying event process, where the form of the baseline rate function is left unspecified and a subject-specific frailty variable inflates or deflates the rate function multiplicatively. The proposed models allow the event processes and observation times to be correlated through their connections with the unobserved frailty; moreover, the distributions of both the frailty variable and observation times are considered as nuisance parameters. The baseline rate function and the regression parameters are estimated by maximising a conditional likelihood function of observed event counts and solving estimation equations. Large-sample properties of the proposed estimators are studied. Numerical studies demonstrate that the proposed estimation procedures perform well for moderate sample sizes. An application to a bladder tumour study is presented. Copyright 2006, Oxford University Press.

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    Bibliographic Info

    Article provided by Biometrika Trust in its journal Biometrika.

    Volume (Year): 93 (2006)
    Issue (Month): 4 (December)
    Pages: 763-775

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    Handle: RePEc:oup:biomet:v:93:y:2006:i:4:p:763-775

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    Cited by:
    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. Xingqiu Zhao & N. Balakrishnan & Jianguo Sun, 2011. "Rejoinder 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 65-71, May.
    6. 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.
    7. 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.
    8. Li, Yang & Zhao, Hui & Sun, Jianguo & Kim, KyungMann, 2014. "Nonparametric tests for panel count data with unequal observation processes," Computational Statistics & Data Analysis, Elsevier, vol. 73(C), pages 103-111.

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