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A general semiparametric model for left-truncated and right-censored data 

Author: Pao-Sheng Shen - Email: a
Affiliation:   a Department of Statistics, Tunghai University, Taichung, Taiwan, Republic of China
DOI: 10.1080/10485250701395786
Publication Frequency: 8 issues per year
Published in: journal Journal of Nonparametric Statistics, Volume 19, Issue 3 April 2007 , pages 113 - 129
Formats available: HTML (English) : PDF (English)
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Abstract

In many follow-up studies, survival data are often observed according to a cross-sectional sampling scheme. Data of this type are subject to left truncation and right censoring. In many practical cases, two types of censoring may occur. The first type (type A) is due to termination of the follow-up period. The second type (type B) is a consequence of other types of failure which might occur before the cross-section time. Let T*, V*, ./GNST_A_239464_O_XML_IMAGES/GNST_A_239464_O_ILM0001.gif  and ./GNST_A_239464_O_XML_IMAGES/GNST_A_239464_O_ILM0002.gif  denote the lifetime, left truncation, type A and type B censoring variables, respectively. Assume that T*, ./GNST_A_239464_O_XML_IMAGES/GNST_A_239464_O_ILM0003.gif  and ./GNST_A_239464_O_XML_IMAGES/GNST_A_239464_O_ILM0004.gif  are independent of one another but V* and ./GNST_A_239464_O_XML_IMAGES/GNST_A_239464_O_ILM0005.gif  are dependent with ./GNST_A_239464_O_XML_IMAGES/GNST_A_239464_O_ILM0006.gif . Let F, G and Q denote the common distribution functions of T*, V* and ./GNST_A_239464_O_XML_IMAGES/GNST_A_239464_O_ILM0007.gif , respectively. Let ./GNST_A_239464_O_XML_IMAGES/GNST_A_239464_O_ILM0008.gif . For left-truncated and right-censored (LTRC) data, one can observe nothing if Z*<V*, and observe (X*, δ*), if Z*≥V*, where ./GNST_A_239464_O_XML_IMAGES/GNST_A_239464_O_ILM0009.gif , and δ* is equal to 1 if X*=T*, equal to 2 if ./GNST_A_239464_O_XML_IMAGES/GNST_A_239464_O_ILM0010.gif  and zero otherwise. For LTRC data, the truncation product-limit estimate (F)circn is the maximum likelihood estimate (MLE) for nonparametric models. If the distribution of V* is parameterized as G (x; θ) and the distributions of T* and ./GNST_A_239464_O_XML_IMAGES/GNST_A_239464_O_ILM0011.gif  are left unspecified, the product-limit estimate (F)circn is not the MLE for this semiparametric model. When ./GNST_A_239464_O_XML_IMAGES/GNST_A_239464_O_ILM0012.gif  (i.e., left-truncated data), Wang [Wang M.-C. 1989, A semiparametric model for randomly truncated data. Journal of the American Statistical Association, 86, 130-143.] derived the MLE of F for the semiparametric model and established its weak convergence properties. When G(x; θ)=x/θ and ./GNST_A_239464_O_XML_IMAGES/GNST_A_239464_O_ILM0013.gif  (the so-called stationarity assumption), Asgharian et al. [Asgharian, M., M'Lan, C.E. and Wolfson, D.B., 2002, Length-biased sampling with right censoring: an unconditional approach. Journal of the American Statistical Association, 97(457), 201-209; Asgharian, M. and Wolfson, D.B., 2005, Asymptotic behavior of the unconditional NPMLE of the length-biased survivor function from right censored prevalent cohort data. Annals of Statistics, 33, 2109-2131.] derived an unconditional MLE of F and established its asymptotic properties. In this paper, we extend previous models by distinguishing two types of censoring. Iterative algorithms are proposed to obtain a semiparametric estimate, (F)circn (x; ˆθn). The asymptotic properties of (F)circn (x; ˆθn) are discussed. A simulation study is conducted to compare the performance of (F)circn (x; ˆθn) against that of (F)circn (x).
Keywords: Left truncation; Right censoring; Marginal likelihood
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