半参数回归
协变量
Probit模型
加速失效时间模型
估计员
统计
区间(图论)
计量经济学
多项式概率
普罗比特
计算机科学
回归分析
审查(临床试验)
选型
特征选择
截尾回归模型
半参数模型
数学
人工智能
组合数学
作者
Yi Deng,Shuwei Li,Liuquan Sun,Xinyuan Song
标识
DOI:10.1080/10618600.2024.2330523
摘要
Interval-censored data frequently arise in various biomedical areas involving periodical follow-ups where the failure or event time of interest cannot be observed exactly but is only known to fall into a time interval. This article considers a semiparametric probit regression model, a valuable alternative to other commonly used semiparametric models in survival analysis, to investigate potential risk factors for the interval-censored failure time of interest. We develop an expectation-maximization (EM) algorithm to conduct the pseudo maximum likelihood estimation (MLE) using the working independence strategy for general or mixed-case interval-censored data. The resulting estimators of regression parameters are shown to be consistent and asymptotically normal with the empirical process techniques. In addition, we propose a novel penalized EM algorithm for simultaneously achieving variable selection and parameter estimation in the case of high-dimensional covariates. The proposed variable selection method can be readily implemented with some existing software and considerably reduces the estimation error of the proposed pseudo-MLE approach. Simulation studies demonstrate the satisfactory performance of the proposed methods. An application to a set of interval-censored data on prostate cancer further confirms the utility of the methodology. Supplementary materials for this article are available online.
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