Sieve Estimation for the Proportional-Odds Failure-Time Regression Model With Interval Censoring
- 1 September 1997
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 92 (439) , 960
- https://doi.org/10.2307/2965559
Abstract
Estimation of the proportional-odds failure-time regression model with interval censoring is considered. Conditions that allow for positive information for the regression parameter are discussed. The efficient score is characterized by a Fredholm equation of the second kind. The sieve maximum likelihood estimator for the finite-dimensional regression parameter is shown to be asymptotically normal with √n convergence rate and to achieve the information bound. Data analysis and simulations assist in clarifying our thoughts regarding the choice of sieve for finite-sample problems.Keywords
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