Hazard Regression for Interval‐Censored Data with Penalized Spline

Abstract
Summary. This article introduces a new approach for estimating the hazard function for possibly interval‐ and right‐censored survival data. We weakly parameterize the log‐hazard function with a piecewise‐linear spline and provide a smoothed estimate of the hazard function by maximizing the penalized likelihood through a mixed model–based approach. We also provide a method to estimate the amount of smoothing from the data. We illustrate our approach with two well‐known interval‐censored data sets. Extensive numerical studies are conducted to evaluate the efficacy of the new procedure.

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