Fitting Cox Models with Doubly Censored Data Using Spline-Based Sieve Marginal Likelihood.

ABSTRACT: In some applications, the failure time of interest is the time from an originating event to a failure event, while both event times are interval censored. We propose fitting Cox proportional hazards models to this type of data using a spline-based sieve maximum marginal likelihood, where the time to the originating event is integrated out in the empirical likelihood function of the failure time of interest. This greatly reduces the complexity of the objective function compared with the fully semiparametric likelihood. The dependence of the time of interest on time to the originating event is induced by including the latter as a covariate in the proportional hazards model for the failure time of interest. The use of splines results in a higher rate of convergence of the estimator of the bas

SUBMITTER: Li Z 

PROVIDER: S-EPMC4879632 | biostudies-literature | 2016 Jun

REPOSITORIES: biostudies-literature