Non-parametric maximum likelihood estimation of interval-censored failure time data subject to misclassification

Statistics and Computing volume 27, pages1585–1593(2017)Cite this article

Abstract

The paper considers non-parametric maximum likelihood estimation of the failure time distribution for interval-censored data subject to misclassification. Such data can arise from two types of observation scheme; either where observations continue until the first positive test result or where tests continue regardless of the test results. In the former case, the misclassification probabilities must be known, whereas in the latter case, joint estimation of the event-time distribution and misclassification probabilities is possible. The regions for which the maximum likelihood estimate can only have support are derived. Algorithms for computing the maximum likelihood estimate are investigated and it is shown that algorithms appropriate for computing non-parametric mixing distributions perform better than an iterative convex minorant algorithm in terms of time to absolute convergence. A profile likelihood approach is proposed for joint estimation. The methods are illustrated on a data set relating to the onset of cardiac allograft vasculopathy in post-heart-transplantation patients.

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  1. Department of Mathematics and Statistics, Lancaster University, Lancaster, LA1 4YF, UK

    Andrew C. Titman

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  1. Andrew C. Titman
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Correspondence to Andrew C. Titman.

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Titman, A.C. Non-parametric maximum likelihood estimation of interval-censored failure time data subject to misclassification. Stat Comput 27, 1585–1593 (2017). https://doi.org/10.1007/s11222-016-9705-7

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Keywords

  • Interval-censored data
  • NPMLE
  • Misclassification
  • Directional derivatives