Maximum likelihood estimation in a partially observed stratified regression model with censored data

Date
Authors
Detais, Amélie
Dupuy, Jean-François
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
Description
The stratified proportional intensity model generalizes Cox's proportional intensity model by allowing different groups of the population under study to have distinct baseline intensity functions. In this article, we consider the problem of estimation in this model when the variable indicating the stratum is unobserved for some individuals in the studied sample. In this setting, we construct nonparametric maximum likelihood estimators for the parameters of the stratified model and we establish their consistency and asymptotic normality. Consistent estimators for the limiting variances are also obtained.
Keywords
Mathematics - Statistics Theory
Citation
Collections