Semiparametric estimation and testing for panel count data with informative interval‐censored failure event

Abstract

Panel count data and interval‐censored data are two types of incomplete data that often occur in event history studies. Almost all existing statistical methods are developed for their separate analysis. In this paper, we investigate a more general situation where a recurrent event process and an interval‐censored failure event occur together. To intuitively and clearly explain the relationship between the recurrent current process and failure event, we propose a failure time‐dependent mean model through a completely unspecified link function. To overcome the challenges arising from the blending of nonparametric components and parametric regression coefficients, we develop a two‐stage conditional expected likelihood‐based estimation procedure. We establish the consistency, the convergence rate and the asymptotic normality of the proposed two‐stage estimator. Furthermore, we construct a class of two‐sample tests for comparison of mean functions from different groups. The proposed methods are evaluated by extensive simulation studies and are illustrated with the skin cancer data that motivated this study.