Regression modelling of interval censored data based on the adaptive ridge procedure

© 2021 Informa UK Limited, trading as Taylor & Francis Group.

Bibliographische Detailangaben
Veröffentlicht in:Journal of applied statistics. - 1991. - 49(2022), 13 vom: 13., Seite 3319-3343
1. Verfasser: Bouaziz, Olivier (VerfasserIn)
Weitere Verfasser: Lauridsen, Eva, Nuel, Grégory
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2022
Zugriff auf das übergeordnete Werk:Journal of applied statistics
Schlagworte:Journal Article 62N01 62N02 62N03 Adaptive ridge procedure EM algorithm cure model interval censoring penalised likelihood piecewise constant hazard
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520 |a A new method for the analysis of time to ankylosis complication on a dataset of replanted teeth is proposed. In this context of left-censored, interval-censored and right-censored data, a Cox model with piecewise constant baseline hazard is introduced. Estimation is carried out with the expectation maximisation (EM) algorithm by treating the true event times as unobserved variables. This estimation procedure is shown to produce a block diagonal Hessian matrix of the baseline parameters. Taking advantage of this interesting feature in the EM algorithm, a L 0 penalised likelihood method is implemented in order to automatically determine the number and locations of the cuts of the baseline hazard. This procedure allows to detect specific areas of time where patients are at greater risks for ankylosis. The method can be directly extended to the inclusion of exact observations and to a cure fraction. Theoretical results are obtained which allow to derive statistical inference of the model parameters from asymptotic likelihood theory. Through simulation studies, the penalisation technique is shown to provide a good fit of the baseline hazard and precise estimations of the resulting regression parameters 
650 4 |a Journal Article 
650 4 |a 62N01 
650 4 |a 62N02 
650 4 |a 62N03 
650 4 |a Adaptive ridge procedure 
650 4 |a EM algorithm 
650 4 |a cure model 
650 4 |a interval censoring 
650 4 |a penalised likelihood 
650 4 |a piecewise constant hazard 
700 1 |a Lauridsen, Eva  |e verfasserin  |4 aut 
700 1 |a Nuel, Grégory  |e verfasserin  |4 aut 
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