Firth adjustment for Weibull current-status survival analysis
Hung-Mo Lin,
John M. Williamson and
Hae-Young Kim
Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 18, 4587-4602
Abstract:
Analysis of right-censored data is problematic due to infinite maximum likelihood estimates (MLE) and potentially biased estimates, especially for small numbers of events. Analyzing current-status data is especially troublesome because of the extreme loss of precision due to large failure intervals. We extend Firth’s method for regular parametric problems to current-status modeling with the Weibull distribution. Firth advocated a bias reduction method for MLE by systematically correcting the score equation. An advantage is that it is still applicable when the MLE does not exist. We present simulation studies and two illustrative analyses involving RFM mice lung tumor data.
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:49:y:2020:i:18:p:4587-4602
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DOI: 10.1080/03610926.2019.1606241
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