Abstract
Satten et al. (1998, J. Amer. Statist. Assoc., 93, 318–327) proposed an approach to the proportional hazards model for interval censored data in which parameter estimates are obtained by solving estimating equations which are the score equations for the full data proportional hazards model, averaged over all rankings of imputed failure times consistent with the observed censoring intervals. In this paper, we extend this approach to incorporate data that are left-truncated and right censored (dynamic cohort data). Consistency and asymptotic normality of the estimators obtained in this way are established.
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Datta, S., Satten, G.A. & Williamson, J.M. Consistency and Asymptotic Normality of Estimators in a Proportional Hazards Model with Interval Censoring and Left Truncation. Annals of the Institute of Statistical Mathematics 52, 160–172 (2000). https://doi.org/10.1023/A:1004197201989
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DOI: https://doi.org/10.1023/A:1004197201989