区间截尾多态数据半参数回归模型的极大似然估计

IF 2.4 2区 数学 Q2 BIOLOGY
Biometrika Pub Date : 2023-11-24 DOI:10.1093/biomet/asad073
Yu Gu, Donglin Zeng, Gerardo Heiss, D Y Lin
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引用次数: 0

摘要

区间删减的多状态数据出现在许多慢性病研究中,在这些研究中,受试者的健康状况可以用有限数量的疾病状态来表征,并且任何两种状态之间的转换只会在很宽的时间间隔内发生。我们通过具有随机效应的半参数比例强度模型将潜在的时变协变量与多状态过程联系起来。研究了一般区间滤波下的非参数极大似然估计,并给出了一种稳定的期望最大化算法。我们证明了所得到的参数估计量是一致的,有限维分量是渐近正态的,其协方差矩阵达到了半参数效率界,并且可以通过剖面似然一致地估计。此外,我们通过广泛的模拟研究证明,所提出的数值和推理程序在现实环境中表现良好。最后,我们提供了一个主要流行病学队列研究的应用程序。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Maximum Likelihood Estimation for Semiparametric Regression Models with Interval-Censored Multistate Data
Summary 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.
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来源期刊
Biometrika
Biometrika 生物-生物学
CiteScore
5.50
自引率
3.70%
发文量
56
审稿时长
6-12 weeks
期刊介绍: Biometrika is primarily a journal of statistics in which emphasis is placed on papers containing original theoretical contributions of direct or potential value in applications. From time to time, papers in bordering fields are also published.
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