A baseline-free procedure for transformation models under interval censorship

Lifetime Data Anal. 2005 Dec;11(4):473-88. doi: 10.1007/s10985-005-5235-x.

Abstract

An important property of Cox regression model is that the estimation of regression parameters using the partial likelihood procedure does not depend on its baseline survival function. We call such a procedure baseline-free. Using marginal likelihood, we show that an baseline-free procedure can be derived for a class of general transformation models under interval censoring framework. The baseline-free procedure results a simplified and stable computation algorithm for some complicated and important semiparametric models, such as frailty models and heteroscedastic hazard/rank regression models, where the estimation procedures so far available involve estimation of the infinite dimensional baseline function. A detailed computational algorithm using Markov Chain Monte Carlo stochastic approximation is presented. The proposed procedure is demonstrated through extensive simulation studies, showing the validity of asymptotic consistency and normality. We also illustrate the procedure with a real data set from a study of breast cancer. A heuristic argument showing that the score function is a mean zero martingale is provided.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Algorithms
  • Breast Neoplasms / mortality
  • China
  • Computer Simulation
  • Humans
  • Likelihood Functions
  • Markov Chains
  • Proportional Hazards Models*
  • Survival Analysis*