Maximum likelihood estimation for semiparametric regression models with interval-censored multistate data

Yu Gu, Donglin Zeng, Gerardo Heiss and D Y Lin

Biometrika, 2024, vol. 111, issue 3, 971-988

Abstract: SummaryInterval-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.

Keywords: EM algorithm; Multistate model; Nonparametric likelihood; Proportional intensity; Random effect; Semiparametric efficiency; Time-dependent covariate; Transition probability (search for similar items in EconPapers)
Date: 2024
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