A Spline-Based Semiparametric Maximum Likelihood Estimation Method for the Cox Model with Interval-Censored Data

Ying Zhang, Lei Hua, Jian Huang

Research output: Contribution to journalArticle

53 Citations (Scopus)

Abstract

We propose a spline-based semiparametric maximum likelihood approach to analysing the Cox model with interval-censored data. With this approach, the baseline cumulative hazard function is approximated by a monotone B-spline function. We extend the generalized Rosen algorithm to compute the maximum likelihood estimate. We show that the estimator of the regression parameter is asymptotically normal and semiparametrically efficient, although the estimator of the baseline cumulative hazard function converges at a rate slower than root- n. We also develop an easy-to-implement method for consistently estimating the standard error of the estimated regression parameter, which facilitates the proposed inference procedure for the Cox model with interval-censored data. The proposed method is evaluated by simulation studies regarding its finite sample performance and is illustrated using data from a breast cosmesis study.

Original languageEnglish (US)
Pages (from-to)338-354
Number of pages17
JournalScandinavian Journal of Statistics
Volume37
Issue number2
DOIs
StatePublished - Jun 1 2010
Externally publishedYes

Fingerprint

Cumulative Hazard Function
Interval-censored Data
Semiparametric Estimation
Cox Model
Maximum Likelihood Estimation
Spline
Baseline
Regression
Estimator
B-spline Function
Monotone Function
Standard error
Maximum Likelihood Estimate
Maximum Likelihood
Roots
Simulation Study
Converge
Cox model
Maximum likelihood
Splines

Keywords

  • Consistent variance estimation
  • Convergence rate
  • Efficient estimation
  • Empirical processes
  • Monotonicity constraints
  • Sieve semiparametric model

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

A Spline-Based Semiparametric Maximum Likelihood Estimation Method for the Cox Model with Interval-Censored Data. / Zhang, Ying; Hua, Lei; Huang, Jian.

In: Scandinavian Journal of Statistics, Vol. 37, No. 2, 01.06.2010, p. 338-354.

Research output: Contribution to journalArticle

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