Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension

被引:1
|
作者
Subramanian, Sundarraman [1 ]
机构
[1] New Jersey Inst Technol, Dept Math Sci, Ctr Appl Math & Stat, Newark, NJ 07102 USA
关键词
Binary response; Cauchit; Empirical coverage; Gaussian process; Lagrange multiplier; Maximum likelihood estimator; EMPIRICAL LIKELIHOOD; COX REGRESSION; MODEL CHECKS; PROBABILITIES; DIFFERENCE; INTERVALS;
D O I
10.1016/j.jmva.2016.01.002
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
Simultaneous confidence bands for survival functions, from randomly right censored data, can be computed by inverting likelihood ratio functions based on appropriate thresholds. Sometimes, however, the requisite asymptotic distributions are intractable, or thresholds based on Brownian bridge approximations are not easy to obtain when simultaneous confidence bands over only sub-regions are possible or desired. We obtain the thresholds by bootstrapping (i) a nonparametric likelihood ratio function via censored data bootstrap and (ii) a semiparametric adjusted likelihood ratio function via a two-stage bootstrap that utilizes a model for the second stage. These two scenarios are grounded respectively in standard random censorship and its semiparametric extension introduced by Dikta. The two bootstraps, which are different in the way resampling is done, are shown to have asymptotic validity. The respective confidence bands are neighborhoods of the well-known Kaplan-Meier estimator and the more recently developed Dikta's semiparametric counterpart. As evidenced by a validation study, both types of confidence bands provide approximately correct coverage. The model-based confidence bands, however, are tighter than the nonparametric ones. Two sensitivity studies reveal that the model-based method performs well when standard binary regression models are fitted, indicating its robustness to misspecification as well as its practical applicability. An illustration is given using real data. (C) 2016 Elsevier Inc. All rights reserved.
引用
收藏
页码:58 / 81
页数:24
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