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Semiparametric Probit Regression Model with General Interval-Censored Failure Time Data
被引:0
|作者:
Deng, Yi
[1
]
Li, Shuwei
[1
]
Sun, Liuquan
[2
]
Song, Xinyuan
[3
]
机构:
[1] Guangzhou Univ, Sch Econ & Stat, Guangzhou, Peoples R China
[2] Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing, Peoples R China
[3] Chinese Univ Hong Kong, Dept Stat, Shatin, Hong Kong, Peoples R China
基金:
中国国家自然科学基金;
关键词:
EM algorithm;
Interval censoring;
Pseudo-likelihood;
Semiparametric probit model;
Variable selection;
MAXIMUM-LIKELIHOOD-ESTIMATION;
MIXTURE CURE MODEL;
VARIABLE SELECTION;
TRANSFORMATION MODELS;
PENALIZED REGRESSION;
EFFICIENT ESTIMATION;
INFERENCE;
D O I:
10.1080/10618600.2024.2330523
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
Interval-censored data frequently arise in various biomedical areas involving periodical follow-ups where the failure or event time of interest cannot be observed exactly but is only known to fall into a time interval. This article considers a semiparametric probit regression model, a valuable alternative to other commonly used semiparametric models in survival analysis, to investigate potential risk factors for the interval-censored failure time of interest. We develop an expectation-maximization (EM) algorithm to conduct the pseudo maximum likelihood estimation (MLE) using the working independence strategy for general or mixed-case interval-censored data. The resulting estimators of regression parameters are shown to be consistent and asymptotically normal with the empirical process techniques. In addition, we propose a novel penalized EM algorithm for simultaneously achieving variable selection and parameter estimation in the case of high-dimensional covariates. The proposed variable selection method can be readily implemented with some existing software and considerably reduces the estimation error of the proposed pseudo-MLE approach. Simulation studies demonstrate the satisfactory performance of the proposed methods. An application to a set of interval-censored data on prostate cancer further confirms the utility of the methodology. Supplementary materials for this article are available online.
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