Estimation Under the Lehmann Regression Model with Interval-Censored Data |
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Authors: | George Y. C. Wong |
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Affiliation: | 1. Department of Integrative Medicine , Beth Israel Medical Center , New York , USA;2. Department of Mathematical Sciences , Binghamton University , New York , USA |
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Abstract: | We consider the estimation problem under the Lehmann model with interval-censored data, but focus on the computational issues. There are two methods for computing the semi-parametric maximum likelihood estimator (SMLE) under the Lehmann model (or called Cox model): the Newton-Raphson (NR) method and the profile likelihood (PL) method. We show that they often do not get close to the SMLE. We propose several approach to overcome the computational difficulty and apply our method to a breast cancer research data set. |
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Keywords: | Algorithms Cox regression Grouped data Interval-censored data |
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