Gu Yu, Zeng Donglin, Heiss Gerardo, Lin D Y
Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong.
Department of Biostatistics, University of Michigan, 1415 Washington Heights, Ann Arbor, Michigan 48109, USA.
Biometrika. 2023 Nov 24;111(3):971-988. doi: 10.1093/biomet/asad073. eCollection 2024 Sep.
Interval-censored multistate data arise in many studies of chronic diseases, where the health status of a subject can be characterized by a finite number of disease states and the transition between any two states is only known to occur over a broad time interval. We relate potentially time-dependent covariates to multistate processes through semiparametric proportional intensity models with random effects. We study nonparametric maximum likelihood estimation under general interval censoring and develop a stable expectation-maximization algorithm. We show that the resulting parameter estimators are consistent and that the finite-dimensional components are asymptotically normal with a covariance matrix that attains the semiparametric efficiency bound and can be consistently estimated through profile likelihood. In addition, we demonstrate through extensive simulation studies that the proposed numerical and inferential procedures perform well in realistic settings. Finally, we provide an application to a major epidemiologic cohort study.
区间删失多状态数据出现在许多慢性病研究中,在这些研究中,个体的健康状况可以由有限数量的疾病状态来表征,并且任何两个状态之间的转变仅知道发生在一个宽泛的时间间隔内。我们通过具有随机效应的半参数比例强度模型将潜在的时间相依协变量与多状态过程联系起来。我们研究一般区间删失下的非参数最大似然估计,并开发一种稳定的期望最大化算法。我们表明,所得的参数估计量是一致的,并且有限维分量是渐近正态的,其协方差矩阵达到半参数效率界,并且可以通过轮廓似然一致地估计。此外,我们通过广泛的模拟研究表明,所提出的数值和推断程序在实际环境中表现良好。最后,我们提供了一个应用于一项主要流行病学队列研究的案例。