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Regression Analysis of Multivariate Interval-Censored Failure Time Data under Transformation Model with Informative Censoring

Author

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  • Mengzhu Yu

    (School of Mathematics, Jilin University, Changchun 130012, China)

  • Mingyue Du

    (School of Mathematics, Jilin University, Changchun 130012, China
    The Hong Kong Polytechnic University Shenzhen Research Institute, Shenzhen 518057, China)

Abstract

We consider a regression analysis of multivariate interval-censored failure time data where the censoring may be informative. To address this, an approximated maximum likelihood estimation approach is proposed under a general class of semiparametric transformation models, and in the method, the frailty approach is employed to characterize the informative interval censoring. For the implementation of the proposed method, we develop a novel EM algorithm and show that the resulting estimators of the regression parameters are consistent and asymptotically normal. To evaluate the empirical performance of the proposed estimation procedure, we conduct a simulation study, and the results indicate that it performs well for the situations considered. In addition, we apply the proposed approach to a set of real data arising from an AIDS study.

Suggested Citation

  • Mengzhu Yu & Mingyue Du, 2022. "Regression Analysis of Multivariate Interval-Censored Failure Time Data under Transformation Model with Informative Censoring," Mathematics, MDPI, vol. 10(18), pages 1-17, September.
    • Handle: RePEc:gam:jmathe:v:10:y:2022:i:18:p:3257-:d:909381
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    References listed on IDEAS

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    1. Qingning Zhou & Tao Hu & Jianguo Sun, 2017. "A Sieve Semiparametric Maximum Likelihood Approach for Regression Analysis of Bivariate Interval-Censored Failure Time Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 664-672, April.
    2. Pao-Sheng Shen, 2015. "Additive Transformation Models for Multivariate Interval-Censored Data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(5), pages 1065-1079, March.
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    5. Chiung-Yu Huang & Mei-Cheng Wang, 2004. "Joint Modeling and Estimation for Recurrent Event Processes and Failure Time Data," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 1153-1165, December.
    6. Peijie Wang & Hui Zhao & Jianguo Sun, 2016. "Regression analysis of case K interval‐censored failure time data in the presence of informative censoring," Biometrics, The International Biometric Society, vol. 72(4), pages 1103-1112, December.
    7. William B. Goggins & Dianne M. Finkelstein, 2000. "A Proportional Hazards Model for Multivariate Interval-Censored Failure Time Data," Biometrics, The International Biometric Society, vol. 56(3), pages 940-943, September.
    8. Ling Ma & Tao Hu & Jianguo Sun, 2015. "Sieve maximum likelihood regression analysis of dependent current status data," Biometrika, Biometrika Trust, vol. 102(3), pages 731-738.
    9. Donglin Zeng & Fei Gao & D. Y. Lin, 2017. "Maximum likelihood estimation for semiparametric regression models with multivariate interval-censored data," Biometrika, Biometrika Trust, vol. 104(3), pages 505-525.
    10. Wang, Shuying & Wang, Chunjie & Wang, Peijie & Sun, Jianguo, 2018. "Semiparametric analysis of the additive hazards model with informatively interval-censored failure time data," Computational Statistics & Data Analysis, Elsevier, vol. 125(C), pages 1-9.
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