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Semiparametric Maximum Likelihood Estimation in Normal Transformation Models for Bivariate Survival Data.
| Content Provider | Semantic Scholar |
|---|---|
| Author | Lin, Xihong |
| Copyright Year | 2008 |
| Abstract | We consider a class of semiparametric normal transformation models for right censored bivariate failure times. Nonparametric hazard rate models are transformed to a standard normal model and a joint normal distribution is assumed for the bivariate vector of transformed variates. A semiparametric maximum likelihood estimation procedure is developed for estimating the marginal survival distribution and the pairwise correlation parameters. This produces an efficient estimator of the correlation parameter of the semiparametric normal transformation model, which characterizes the bivariate dependence of bivariate survival outcomes. In addition, a simple positive-mass-redistribution algorithm can be used to implement the estimation procedures. Since the likelihood function involves infinite-dimensional parameters, the empirical process theory is utilized to study the asymptotic properties of the proposed estimators, which are shown to be consistent, asymptotically normal and semiparametric efficient. A simple estimator for the variance of the estimates is also derived. The finite sample performance is evaluated via extensive simulations. |
| Starting Page | 947 |
| Ending Page | 960 |
| Page Count | 14 |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://biostats.bepress.com/cgi/viewcontent.cgi?article=1091&context=harvardbiostat |
| Alternate Webpage(s) | http://www.hsph.harvard.edu/xlin/pub/li08.pdf |
| Alternate Webpage(s) | http://www-personal.umich.edu/~yili/947.pdf |
| PubMed reference number | 19079778v1 |
| Volume Number | 95 |
| Issue Number | 4 |
| Journal | Biometrika |
| Language | English |
| Access Restriction | Open |
| Subject Keyword | Assumed Censor Estimated Heart failure Maximum Likelihood Estimation Population Parameter Sample Variance algorithm |
| Content Type | Text |
| Resource Type | Article |
