区间删失多状态数据半参数回归模型的最大似然估计

Maximum likelihood estimation for semiparametric regression models with interval-censored multistate data

Biometrika · 2023
被引 8
ABS 4

中文导读

针对慢性病研究中出现的区间删失多状态数据,提出半参数比例强度模型,并发展非参数最大似然估计与EM算法,证明估计量的相合性与渐近正态性,通过模拟和实际队列研究验证方法有效性。

Abstract

Interval-censored multistate data arise in many studies of chronic diseases, where the health status of a subject can be characterized by a finite number of disease states and the transition between any two states is only known to occur over a broad time interval. We relate potentially time-dependent covariates to multistate processes through semiparametric proportional intensity models with random effects. We study nonparametric maximum likelihood estimation under general interval censoring and develop a stable expectation-maximization algorithm. We show that the resulting parameter estimators are consistent and that the finite-dimensional components are asymptotically normal with a covariance matrix that attains the semiparametric efficiency bound and can be consistently estimated through profile likelihood. In addition, we demonstrate through extensive simulation studies that the proposed numerical and inferential procedures perform well in realistic settings. Finally, we provide an application to a major epidemiologic cohort study.

计量经济学生物统计生存分析半参数模型