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Regression analysis of interval censored and doubly truncated data with linear transformation models

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  • Pao-sheng Shen

Abstract

Doubly truncated data appear in a number of applications, including astronomy and survival analysis. For double-truncated data, the lifetime T is observable only when U ≤ T ≤ V, where U and V are the left-truncated and right-truncated time, respectively. In some situation, the lifetime T also suffers interval censoring. This paper considers the estimation of regression parameters under linear transformation models, in the presence of interval-censored and doubly truncated (ICDT) data. It is demonstrated that the approach of Zhang et al. (Can J Stat 33:61–70, 2005 ) can be extended to analyze ICDT data. The asymptotic properties of the proposed estimator are discussed. A simulation study is conducted to investigate the performance of the proposed estimator. Copyright Springer-Verlag 2013

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  • Pao-sheng Shen, 2013. "Regression analysis of interval censored and doubly truncated data with linear transformation models," Computational Statistics, Springer, vol. 28(2), pages 581-596, April.
    • Handle: RePEc:spr:compst:v:28:y:2013:i:2:p:581-596
    DOI: 10.1007/s00180-012-0318-0
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    References listed on IDEAS

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    1. Pan, Wei & Chappell, Rick & Kosorok, Michael R., 1998. "On consistency of the monotone MLE of survival for left truncated and interval-censored data," Statistics & Probability Letters, Elsevier, vol. 38(1), pages 49-57, May.
    2. Tianxi Cai & Rebecca A. Betensky, 2003. "Hazard Regression for Interval-Censored Data with Penalized Spline," Biometrics, The International Biometric Society, vol. 59(3), pages 570-579, September.
    3. Michael G. Hudgens, 2005. "On nonparametric maximum likelihood estimation with interval censoring and left truncation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(4), pages 573-587, September.
    4. Yu, Qiqing & Schick, Anton & Li, Linxiong & Wong, George Y. C., 1998. "Asymptotic properties of the GMLE with case 2 interval-censored data," Statistics & Probability Letters, Elsevier, vol. 37(3), pages 223-228, March.
    5. Kani Chen, 2002. "Semiparametric analysis of transformation models with censored data," Biometrika, Biometrika Trust, vol. 89(3), pages 659-668, August.
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    Cited by:

    1. Shen, Pao-sheng & Hsu, Huichen, 2020. "Conditional maximum likelihood estimation for semiparametric transformation models with doubly truncated data," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    2. Micha Mandel & Jacobo de Uña†à lvarez & David K. Simon & Rebecca A. Betensky, 2018. "Inverse probability weighted Cox regression for doubly truncated data," Biometrics, The International Biometric Society, vol. 74(2), pages 481-487, June.
    3. Pao-sheng Shen & Yi Liu, 2019. "Pseudo maximum likelihood estimation for the Cox model with doubly truncated data," Statistical Papers, Springer, vol. 60(4), pages 1207-1224, August.
    4. Lior Rennert & Sharon X. Xie, 2018. "Cox regression model with doubly truncated data," Biometrics, The International Biometric Society, vol. 74(2), pages 725-733, June.

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