Confidence intervals for current status data

被引:45
|
作者
Banerjee, M
Wellner, JA
机构
[1] Univ Michigan, Dept Stat, Ann Arbor, MI 48109 USA
[2] Univ Washington, Dept Stat, Seattle, WA 98195 USA
关键词
asymptotic distribution; bootstrap; confidence interval; current status data; kernel smoothing; quantile estimation; rubella data; subsampling;
D O I
10.1111/j.1467-9469.2005.00454.x
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
The likelihood ratio statistic for testing pointwise hypotheses about the survival time distribution in the current status model can be inverted to yield confidence intervals (CIs). One advantage of this procedure is that CIs can be formed without estimating the unknown parameters that figure in the asymptotic distribution of the maximum likelihood estimator (MLE) of the distribution function. We discuss the likelihood ratio-based CIs for the distribution function and the quantile function and compare these intervals to several different intervals based on the MLE. The quantiles of the limiting distribution of the MLE are estimated using various methods including parametric fitting, kernel smoothing and subsampling techniques. Comparisons are carried out both for simulated data and on a data set involving time to immunization against rubella. The comparisons indicate that the likelihood ratio-based intervals are preferable from several perspectives.
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页码:405 / 424
页数:20
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