Regression Model Fitting for the Interval Censored 1 Responses

Authors

  • Hira L. Koul Michigan State University, U.S.A.
  • Tingting Yi Michigan State University, U.S.A.

DOI:

https://doi.org/10.17713/ajs.v35i2&3.362

Abstract

In the interval censored case 1 data, an event occurrence time is unobservable, but one observes an inspection time and whether the event has occurred prior to this time or not. Such data is also known as the interval censored case 1 data. It is of interest to assess the effect of a covariate on the event occurrence time variable. This note constructs tests for fitting a class of parametric regression models to the regression function of the log of the
event occurrence time variable when the data are interval censored case 1 and when the error distribution is known. These tests are based on a certain martingale transform of a marked empirical process. They are asymptotically distribution free in the sense that their asymptotic null distributions neither depends on the null model nor on any of the distributions of the covariate, the inspection time or error variables. However, the test statistic itself depends on the error distribution. Some simulation studies assessing some finite sample level and power behavior of some of the proposed tests are also given.

References

An, H. Z., and Cheng, B. (1991). A Kolmogorov-Smirnov type statistic with application to test for nonlinearity in time series. International Statistical Reviews, 59, 287-307.

Ayer, M., Brunk, M. D., Ewing, G. M., Reid, W. T., and Silverman, E. (1955). An empirical distribution function for sampling with incomplete information. Annals of Mathematical Statistics, 26, 641-647.

Billingsley, P. (1968). Convergence of Probability Measures. New York: J. Wiley.

Diamond, I. D., and McDonald, J. W. (1991). Analysis of Current Status Data. In J. Trussell, R. Hankinson, and J. Tilton (Eds.), Demographic Applications of Event History Analysis (p. 231-252). Oxford University Press.

Diamond, I. D., McDonald, J. W., and Shah, I. H. (1986). Proportional hazards models for current status data: application to the study of differentials in age at weaning in Pakistan. Demography, 23, 607-620.

Finkelstein, D. M. (1986). A proportional hazards model for interval-censored failure time data. Biometrics, 42, 845-854.

Finkelstein, D. M., and Wolfe, R. A. (1985). A semiparametric model for regression analysis of interval-censored failure time data. Biometrics, 41, 933-945.

Groeneboom, P., and Wellner, J. A. (1992). Information Bounds and Nonparametric Maximum Likelihood Estimation. In DMV Seminar (Vol. 19). Basel: Birkhäuser Verlag.

Hoel, D. G., and Walburg, H. E. (1972). Statistical analysis of survival experiment. Journal of National Cancer Institute, 49, 361-372.

Jewell, N. P., and Laan, M. van der. (2004). Current status data: review, recent developments and open problems. In Advances in Survival Analysis (Vol. 23, p. 625-642). Amsterdam: Elsevier.

Keiding, N. (1991). Age-specific incidence and prevalence: A statistical perspective (with discussion). Journal of Royal Statistical Society, 154, 371-412.

Klein, R. W., and Spady, R. H. (1993). An efficient semiparametric estimator for binary response models. Econometrica, 61, 387-421.

Koul, H. L., and Stute, W. (1999). Nonparametric model checks for time series. Annals of Statistics, 27, 204-236.

Li, G., and Zhang, C. H. (1998). Linear regression with interval censored data. Annals of Statistics, 26.

Liese, F., and Vajda, I. (2004). A general asymptotic theory of M-estimators II. Mathematical Methods in Statistics, 13(1), 82-95.

Stute, W. (1997). Nonparametric model checks for regression. Annals of Statistics, 25, 613-641.

Stute, W., Thies, S., and Zhu, L. X. (1998). Model checks for regression: an innovation process approach. Annals of Statistics, 26, 1916-1934.

Downloads

Published

2016-04-03

Issue

Section

Articles

How to Cite

Regression Model Fitting for the Interval Censored 1 Responses. (2016). Austrian Journal of Statistics, 35(2&3), 143–155. https://doi.org/10.17713/ajs.v35i2&3.362