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

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 a parts per thousand currency sign T a parts per thousand currency sign 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.