{"title":"Semiparametric regression analysis of panel binary data with an informative observation process","authors":"Lei Ge, Yang Li, Jianguo Sun","doi":"10.1007/s00180-024-01528-8","DOIUrl":null,"url":null,"abstract":"<p>Panel binary data arise in an event history study when study subjects are observed only at discrete time points instead of continuously and the only available information on the occurrence of the recurrent event of interest is whether the event has occurred over two consecutive observation times or each observation window. Although some methods have been proposed for regression analysis of such data, all of them assume independent observation times or processes, which may not be true sometimes. To address this, we propose a joint modeling procedure that allows for informative observation processes. For the implementation of the proposed method, a computationally efficient EM algorithm is developed and the resulting estimators are consistent and asymptotically normal. The simulation study conducted to assess its performance indicates that it works well in practical situations, and the proposed approach is applied to the motivating data set from the Health and Retirement Study.</p>","PeriodicalId":55223,"journal":{"name":"Computational Statistics","volume":"44 1","pages":""},"PeriodicalIF":1.0000,"publicationDate":"2024-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Computational Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s00180-024-01528-8","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
Panel binary data arise in an event history study when study subjects are observed only at discrete time points instead of continuously and the only available information on the occurrence of the recurrent event of interest is whether the event has occurred over two consecutive observation times or each observation window. Although some methods have been proposed for regression analysis of such data, all of them assume independent observation times or processes, which may not be true sometimes. To address this, we propose a joint modeling procedure that allows for informative observation processes. For the implementation of the proposed method, a computationally efficient EM algorithm is developed and the resulting estimators are consistent and asymptotically normal. The simulation study conducted to assess its performance indicates that it works well in practical situations, and the proposed approach is applied to the motivating data set from the Health and Retirement Study.
事件史研究中会出现面板二元数据,即研究对象只在离散的时间点而不是连续的时间点接受观察,而关于所关注的重复事件发生情况的唯一可用信息是该事件是否在两个连续的观察时间或每个观察窗口中发生。虽然已经提出了一些对此类数据进行回归分析的方法,但所有这些方法都假定观察时间或观察过程是独立的,但有时可能并非如此。为了解决这个问题,我们提出了一种联合建模程序,允许有信息的观测过程。为了实现所提出的方法,我们开发了一种计算效率高的 EM 算法,所得到的估计值具有一致性和渐近正态性。为评估该方法的性能而进行的模拟研究表明,该方法在实际情况下运行良好。
期刊介绍:
Computational Statistics (CompStat) is an international journal which promotes the publication of applications and methodological research in the field of Computational Statistics. The focus of papers in CompStat is on the contribution to and influence of computing on statistics and vice versa. The journal provides a forum for computer scientists, mathematicians, and statisticians in a variety of fields of statistics such as biometrics, econometrics, data analysis, graphics, simulation, algorithms, knowledge based systems, and Bayesian computing. CompStat publishes hardware, software plus package reports.