Sieve maximum likelihood estimator for semiparametric regression models with current status data

doi:10.1198/016214504000000313

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	Sieve maximum likelihood estimator for semiparametric regression models with current status data
	Xue, HQ ; Lam, KF ; Li, GY
	2004-06-01
发表期刊	JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
ISSN	0162-1459
卷号	99 期号:466 页码:346-356
摘要	In a randomized controlled clinical trial study where the response variable of interest is the time to occurrence of a certain event, it is often too expensive or even impossible to observe the exact time. However, the current status of the subject at a random time of inspection is much more natural, feasible, and practical in terms of cost-effectiveness. This article considers a semiparametric regression model that consists of parametric and nonparametric regression components. A sieve maximum likelihood estimator (MLE) is proposed to estimate the regression parameter, allowing exploration of the nonlinear relationship between a certain covariate and the response function. Asymptotic properties of the proposed sieve MLEs are discussed. Under some mild conditions, the estimators are shown to be strongly consistent. Moreover, the estimators of the unknown parameters are asymptotically efficient and normally distributed, and the estimator of the nonparametric function has an optimal convergence rate. Simulation Studies were carried out to investigate the performance of the proposed method. For illustration purposes, the method is applied to a dataset from a study of the calcification of the hydrogel intraocular lenses, a complication of cataract treatment.
关键词	asymptotically efficient estimator maximum likelihood estimator optimal convergence rate partial linear model strongly consistent
DOI	10.1198/016214504000000313
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000221572500005
出版者	AMER STATISTICAL ASSOC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/693
专题	中国科学院数学与系统科学研究院
通讯作者	Xue, HQ
作者单位	1.Chinese Acad Sci, Grad Sch, Dept Math, Beijing, Peoples R China 2.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Xue, HQ,Lam, KF,Li, GY. Sieve maximum likelihood estimator for semiparametric regression models with current status data[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,2004,99(466):346-356.
APA	Xue, HQ,Lam, KF,&Li, GY.(2004).Sieve maximum likelihood estimator for semiparametric regression models with current status data.JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,99(466),346-356.
MLA	Xue, HQ,et al."Sieve maximum likelihood estimator for semiparametric regression models with current status data".JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION 99.466(2004):346-356.