Sieve Estimation for the Proportional-Odds Failure-Time Regression Model With Interval Censoring
研究了区间删失数据下比例优势失效时间回归模型的估计问题，讨论了回归参数正信息的条件，证明了筛极大似然估计的渐近正态性和信息界可达性，并通过数据分析和模拟指导筛的选择。
Abstract Estimation of the proportional-odds failure-time regression model with interval censoring is considered. Conditions that allow for positive information for the regression parameter are discussed. The efficient score is characterized by a Fredholm equation of the second kind. The sieve maximum likelihood estimator for the finite-dimensional regression parameter is shown to be asymptotically normal with √n convergence rate and to achieve the information bound. Data analysis and simulations assist in clarifying our thoughts regarding the choice of sieve for finite-sample problems.