Affiliation:
1. School of Economics and Statistics Guangzhou University Guangzhou China
2. Institute of Applied Mathematics Academy of Mathematics and Systems Science, Chinese Academy of Sciences Beijing China
3. Department of Statistics Chinese University of Hong Kong Hong Kong Hong Kong
Abstract
AbstractCurrent status data arise when each subject under study is examined only once at an observation time, and one only knows the failure status of the event of interest at the observation time rather than the exact failure time. Moreover, the obtained failure status is frequently subject to misclassification due to imperfect tests, yielding misclassified current status data. This article conducts regression analysis of such data with the semiparametric probit model, which serves as an important alternative to existing semiparametric models and has recently received considerable attention in failure time data analysis. We consider the nonparametric maximum likelihood estimation and develop an expectation‐maximization (EM) algorithm by incorporating the generalized pool‐adjacent‐violators (PAV) algorithm to maximize the intractable likelihood function. The resulting estimators of regression parameters are shown to be consistent, asymptotically normal, and semiparametrically efficient. Furthermore, the numerical results in simulation studies indicate that the proposed method performs satisfactorily in finite samples and outperforms the naive method that ignores misclassification. We then apply the proposed method to a real dataset on chlamydia infection.
Funder
National Natural Science Foundation of China
Subject
Statistics and Probability,Epidemiology