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Semiparametric Estimation Methods for Panel Count Data Using Monotone B-Splines
Journal article

Semiparametric Estimation Methods for Panel Count Data Using Monotone B-Splines

Minggen Lu, Ying Zhang and Jian Huang
Journal of the American Statistical Association, Vol.104(487), pp.1060-1070
09/01/2009
DOI: 10.1198/jasa.2009.tm08086

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Abstract

We study semiparametric likelihood-based methods for panel count data with proportional mean model E[ℕ(t)|Z]=Λ 0 (t)exp(β 0 T Z), where Z is a vector of covariates and Λ 0 (t) is the baseline mean function. We propose to estimate Λ 0 (t) and β 0 jointly with Λ 0 (t) approximated by monotone B-splines and to compute the estimators using generalized Rosen algorithm proposed by Jamshidian (2004). We show that the proposed spline-based likelihood estimators of Λ 0 (t) are consistent with a possibly better than n 1/3 convergence rate if Λ 0 (t) is sufficiently smooth. The normality of the estimators of β 0 is also established. Comparisons between the proposed estimators and their alternatives studied in Wellner and Zhang (2007) are made through simulations studies, regarding their finite sample performance and computational complexity. A real example from a bladder tumor clinical trial is used to illustrate the methods.
Counting process Empirical process Monte Carlo Maximum pseudolikelihood method Generalized Rosen algorithm Maximum likelihood method B-splines

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