Skip to main content

Advertisement

Log in

Nonparametric inference based on panel count data

  • Invited Paper
  • Published:
TEST Aims and scope Submit manuscript

Abstract

Panel count data usually refer to data arising from studies on recurrent events in which the subjects under study are followed or observed only periodically rather than continuously. In such situations, an objective of interest is about the occurrence of some events that can occur multiple times or repeatedly and the studies resulting in this type of information are often referred to as event history studies. There are many fields such as medical studies, reliability experiments and social sciences wherein panel count data are encountered commonly. This article reviews basic concepts about panel count data, some common issues and questions of interest regarding them as well as the corresponding statistical procedures that are suitable for their analysis. In particular, we will discuss an estimation of the mean function of the underlying counting process characterizing the occurrence of the events, comparison of several processes and analysis of multiple state panel count data. Some discussion is also presented of situations involving dependent or informative observation processes.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Aalen OO (1975) Statistical inference for a family of counting presses. PhD Thesis. University of California, Berkeley

    Google Scholar 

  • Aalen OO (1978) Nonparametric inference for a family of counting processes. Ann Stat 6:701–726

    Article  MathSciNet  MATH  Google Scholar 

  • Andersen PK, Borgan O (1985) Counting process models for life history data: a review. Scand J Stat 12:97–158

    MathSciNet  MATH  Google Scholar 

  • Andersen PK, Borgan O, Gill RD, Keiding N (1993) Statistical models based on counting processes. Springer, New York

    MATH  Google Scholar 

  • Anderson TW, Goodman LA (1957) Statistical inference about Markov chains. Ann Math Stat 28:89–110

    Article  MathSciNet  MATH  Google Scholar 

  • Andrews DF, Herzberg AM (1985) Data: A collection of problems from many fields for the student and research worker. Springer, New York

    MATH  Google Scholar 

  • Balakrishnan N, Zhao X (2009) New multi-sample nonparametric tests for panel count data. Ann Stat 37:1112–1149

    Article  MathSciNet  MATH  Google Scholar 

  • Balakrishnan N, Zhao X (2010a) A nonparametric test for the equality of counting processes with panel count data. Comput Stat Data Anal 54:135–142

    Article  Google Scholar 

  • Balakrishnan N, Zhao X (2010b) A class of multi-sample nonparametric tests for panel count data. Ann Inst Stat Math, im press

  • Bartholomew DJ (1983) Some recent developments in social statistics. Int Stat Rev 51:1–9

    Article  MathSciNet  MATH  Google Scholar 

  • Breslow NE (1984) Extra-Poisson variation in log-linear models. Appl Stat 33:38–44

    Article  Google Scholar 

  • Byar DP, Blackard C, The Veterans Administration Cooperative Urological Research Group (1977) Comparisons of placebo, pyridoxine, and topical thiotepa in preventing recurrence of stage I bladder cancer. Urology 10:556–561

    Article  Google Scholar 

  • Chen BE, Cook RJ, Lawless JF, Zhan M (2005) Statistical methods for multivariate interval-censored recurrent events. Stat Med 24:671–691

    Article  MathSciNet  Google Scholar 

  • Cheng SC, Wei LJ (2000) Inferences for a semiparametric model with panel data. Biometrika 87:89–97

    Article  MathSciNet  MATH  Google Scholar 

  • Commenges D (2002) Inference for multi-state models from interval-censored data. Stat Methods Med Res 11:167–182

    Article  MATH  Google Scholar 

  • Cook RJ, Lawless JF (1996) Interim monitoring of longitudinal comparative studies with recurrent event responses. Biometrics 52:1311–1323

    Article  MATH  Google Scholar 

  • Cook RJ, Lawless JF (2007) The statistical analysis of recurrent events. Springer, New York

    MATH  Google Scholar 

  • Cook RJ, Lawless JF, Nadeau C (1996) Robust tests for treatment comparisons based on recurrent event response. Biometrics 52:557–571

    Article  MATH  Google Scholar 

  • Cox DR, Miller HD (1965) The theory of stochastic processes. Methuen, London

    MATH  Google Scholar 

  • Davis CS, Wei LJ (1988) Nonparametric methods for analyzing incomplete nondecreasing repeated measurements. Biometrics 44:1005–1018

    Article  MathSciNet  MATH  Google Scholar 

  • Diamond ID, McDonald JW (1991) The analysis of current status data. In: Trussel J, Hankinson R, Tilton J (eds) Demographic applications of event history analysis. Oxford University Press, Oxford

    Google Scholar 

  • Diggle PJ, Liang KY, Zeger SL (1994) The analysis of longitudinal data. Oxford University Press, New York

    Google Scholar 

  • Du P (2009) Nonparametric modeling of the gap time in recurrent data. Lifetime Data Anal 15:256–277

    Article  MathSciNet  MATH  Google Scholar 

  • Ferguson TS (1973) A Bayesian analysis of some nonparametric problems. Ann Stat 1:209–230

    Article  MathSciNet  MATH  Google Scholar 

  • Ferguson TS (1974) Prior distributions on spaces of probability measures. Ann Stat 2:615–629

    Article  MathSciNet  MATH  Google Scholar 

  • Gentleman RC, Lawless JF, Lindsey JC (1994) Multi-state Markov models for analysing incomplete diseases history data with illustrations for HIV disease. Stat Med 13:805–821

    Article  Google Scholar 

  • Ghosh D, Lin DY (2000) Nonparametric analysis of recurrent events and death. Biometrics 56:554–562

    Article  MathSciNet  MATH  Google Scholar 

  • He X, Tong X, Sun J, Cook RJ (2008) Regression analysis of multivariate panel count data. Biostatistics 9:234–248

    Article  MATH  Google Scholar 

  • He X, Tong X, Sun J (2009) Semiparametric analysis of panel count data with correlated observation and follow-up times. Lifetime Data Anal 15:177–196

    Article  MathSciNet  MATH  Google Scholar 

  • Hinde J (1982) Compound Poisson regression models. In: Gilchrist R (ed) GLIM 82: Proceedings of the international conference in generalized linear models. Springer, Berlin, pp 109–121

    Google Scholar 

  • Hu XJ, Lagakos SW (2007) Nonparametric estimation of the mean function of a stochastic process with missing observations. Lifetime Data Anal 13:51–73

    Article  MathSciNet  MATH  Google Scholar 

  • Hu XJ, Sun J, Wei LJ (2003) Regression parameter estimation from panel counts. Scand J Stat 30:25–43

    Article  MathSciNet  MATH  Google Scholar 

  • Hu XJ, Lagakos SW, Lockhart RA (2009a) Marginal analysis of panel counts through estimating functions. Biometrika 96:445–456

    Article  MathSciNet  MATH  Google Scholar 

  • Hu XJ, Lagakos SW, Lockhart RA (2009b) Generalized least squares estimation of the mean function of a counting process based on panel counts. Stat Sin 19:561–580

    MathSciNet  MATH  Google Scholar 

  • Huang C-Y, Wang M-C, Zhang Y (2006) Analysing panel count data with informative observation times. Biometrika 93:763–775

    Article  MathSciNet  Google Scholar 

  • Ishwaran H, James LF (2004) Computational methods for multiplicative intensity models using weighted gamma processes: proportional hazards, marked point processes, and panel count data. J Am Stat Assoc 99:175–190

    Article  MathSciNet  MATH  Google Scholar 

  • James LF (2003) Bayesian calculus for gamma processes with applications to semiparametric intensity models. Sankhya, Ser A 65:196–223

    MATH  Google Scholar 

  • Kalbfleisch JD, Lawless JF (1985) The analysis of panel data under a Markov assumption. J Am Stat Assoc 80:863–871

    Article  MathSciNet  MATH  Google Scholar 

  • Kalbfleisch JD, Lawless JF Robinson JA (1991) Methods for the analysis and prediction of warranty claims. Technometrics 33:273–285

    Article  MATH  Google Scholar 

  • Lawless JF, Nadeau JC (1995) Some simple robust methods for the analysis of recurrent events. Technometrics 37:158–168

    Article  MathSciNet  MATH  Google Scholar 

  • Lawless JF, Zhan M (1998) Analysis of interval-grouped recurrent-event data using piecewise constant rate functions. Can J Stat 26:549–565

    Article  MATH  Google Scholar 

  • Lin DY, Wei LJ, Yang I, Ying Z (2000) Semiparametric regression for the mean and rate functions of recurrent events. J R Stat Soc B 62:711–730

    Article  MathSciNet  MATH  Google Scholar 

  • Lu M, Zhang Y, Huang J (2007) Estimation of the mean function with panel count data using monotone polynomial splines. Biometrika 94:705–718

    Article  MathSciNet  MATH  Google Scholar 

  • Meira-Machado L, de Uña-Álvarez J, Cadarso-Suarez C, Andersen PK (2009) Multi-state models for the analysis of time-to-event data. Stat Methods Med Res 18:195–222

    Article  MathSciNet  Google Scholar 

  • Nelson WB (2003) Recurrent events data analysis for product repairs, disease recurrences, and other applications. ASA-SIAM series on statistics and applied probability. SIAM, Philadelphia

    Book  MATH  Google Scholar 

  • Nielsen JD, Dean CB (2008) Clustered mixed nonhomogeneous Poisson process spline models for the analysis of recurrent event panel data. Biometrics 64:751–761

    Article  MathSciNet  MATH  Google Scholar 

  • Park D-H, Sun J, Zhao X (2007) A class of two-sample nonparametric tests for panel count data. Commun Stat Theory Methods 36:1611–1625

    Article  MathSciNet  MATH  Google Scholar 

  • Pepe MS, Cai J (1993) Some graphical displays and marginal regression analyses for recurrent failure times and time dependent covariates. J Am Stat Assoc 88:811–820

    Article  MATH  Google Scholar 

  • Pepe MS, Fleming TR (1989) Weighted Kaplan–Meier statistics: a class of distance tests for censored survival data. Biometrics 45:497–507

    Article  MathSciNet  MATH  Google Scholar 

  • Petroni GR, Wolfe RA (1994) A two sample test for stochastic ordering with interval-censored data. Biometrics 50:77–87

    Article  MATH  Google Scholar 

  • Robertson T, Wright FT, Dykstra R (1988) Order restricted statistical inference. Wiley, New York

    MATH  Google Scholar 

  • Singer B, Spilerman S (1976a) The representation of social processes by Markov models. Am J Sociol 82:1–54

    Article  Google Scholar 

  • Singer B, Spilerman S (1976b) Some methodological issues in the analysis of longitudinal surveys. Ann Econ Sociol Meas 5:447–474

    Google Scholar 

  • Staniswalls JG, Thall PF, Salch J (1997) Semiparametric regression analysis for recurrent event interval counts. Biometrics 53:1334–1353

    Article  MathSciNet  Google Scholar 

  • Sun J (2006) The statistical analysis of interval-censored failure time data. Springer, New York

    MATH  Google Scholar 

  • Sun J, Fang HB (2003) A nonparametric test for panel count data. Biometrika 90:199–208

    Article  MathSciNet  MATH  Google Scholar 

  • Sun J, Kalbfleisch JD (1993) The analysis of current status data on point processes. J Am Stat Assoc 88:1449–1454

    Article  MathSciNet  MATH  Google Scholar 

  • Sun J, Kalbfleisch JD (1995) Estimation of the mean function of point processes based on panel count data. Stat Sin 5:279–290

    MathSciNet  MATH  Google Scholar 

  • Sun J, Matthews DE (1997) A random-effect regression model for medical follow-up studies. Can J Stat 25:101–111

    Article  MathSciNet  MATH  Google Scholar 

  • Sun J, Rai SN (2001) Nonparametric tests for the comparison of point processes based on incomplete data. Scand J Stat 28:725–732

    Article  MathSciNet  MATH  Google Scholar 

  • Sun J, Wei LJ (2000) Regression analysis of panel count data with covariate-dependent observation and censoring times. J R Stat Soc B 62:293–302

    Article  MathSciNet  Google Scholar 

  • Sun J, Tong X, He X (2007) Regression analysis of panel count data with dependent observation times. Biometrics 63:1053–1059

    Article  MathSciNet  MATH  Google Scholar 

  • Sun L, Park D, Sun J (2006) The additive hazards model for recurrent gap times. Stat Sin 16:919–932

    MathSciNet  MATH  Google Scholar 

  • Sun L, Zhu L, Sun J (2009) Regression analysis of multivariate recurrent event data with time-varying covariate effects. J Multivar Anal 100:2214–2223

    Article  MathSciNet  MATH  Google Scholar 

  • Thall PF (1988) Mixed Poisson likelihood regression models for longitudinal interval count data. Biometrics 44:197–209

    Article  MathSciNet  MATH  Google Scholar 

  • Thall PF, Lachin JM (1988) Analysis of recurrent events: nonparametric methods for random-interval count data. J Am Stat Assoc 83:339–347

    Article  Google Scholar 

  • Tong X, He X, Sun L, Sun J (2009) Variable selection for panel count data via nonconcave penalized estimating function. Scand J Stat 36:620–635

    Article  MathSciNet  MATH  Google Scholar 

  • Turnbull BW (1976) The empirical distribution with arbitrarily grouped censored and truncated data. J R Stat Soc B 38:290–295

    MathSciNet  MATH  Google Scholar 

  • Vermunt JK (1997) Log-linear models for event histories. Sage Publications, Newbury Park

    Google Scholar 

  • Wang MC, Chen YQ (2000) Nonparametric and semiparametric trend analysis of stratified recurrence time data. Biometrics 56:789–794

    Article  MATH  Google Scholar 

  • Wang MC, Qin J, Chiang CT (2001) Analyzing recurrent event data with informative censoring. J Am Stat Assoc 96:1057–1065

    Article  MathSciNet  MATH  Google Scholar 

  • Wasserman S (1980) Analyzing social networks as stochastic processes. J Am Stat Assoc 75:280–294

    Article  MATH  Google Scholar 

  • Wei LJ, Lachin JM (1984) Two-sample asymptotically distribution-free tests for incomplete multivariate observations. J Am Stat Assoc 79:653–661

    Article  MathSciNet  MATH  Google Scholar 

  • Wellner JA, Zhang Y (2000) Two estimators of the mean of a counting process with panel count data. Ann Stat 28:779–814

    Article  MathSciNet  MATH  Google Scholar 

  • Wellner JA, Zhang Y (2007) Two likelihood-based semiparametric estimation methods for panel count data with covariates. Ann Stat 35:2106–2142

    Article  MathSciNet  MATH  Google Scholar 

  • Wellner JA, Zhang Y, Liu H (2004) A semiparametric regression model for panel count data: when do pseudo-likelihood estimators become badly inefficient? In: Proceedings of the second Seattle symposium in biostatistics. Springer, New York, pp 143–174

    Chapter  Google Scholar 

  • Zhang Y (2002) A semiparametric pseudolikelihood estimation method for panel count data. Biometrika 89:39–48

    Article  MathSciNet  MATH  Google Scholar 

  • Zhang Y (2006) Nonparametric k-sample tests with panel count data. Biometrika 93:777–790

    Article  MathSciNet  Google Scholar 

  • Zhang Y, Jamshidian M (2003) The gamma-frailty Poisson model for the nonparametric estimation of panel count data. Biometrics 59:1099–1106

    Article  MathSciNet  MATH  Google Scholar 

  • Zhang Y, Liu W, Zhan Y (2001) A nonparametric two-sample test of the failure function with interval censoring, case 2. Biometrika 88:677–686

    Article  MathSciNet  MATH  Google Scholar 

  • Zhao Q, Sun J (2006) Semiparametric and nonparametric analysis of recurrent events with observation gaps. Comput Stat Data Anal 51:1924–1933

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Jianguo Sun.

Additional information

Communicated by Domingo Morales.

This invited paper is discussed in the comments available at: doi:10.1007/s11749-010-0224-0, doi:10.1007/s11749-010-0225-z, doi:10.1007/s11749-010-0226-y, doi:10.1007/s11749-010-0227-x, doi:10.1007/s11749-010-0228-9, doi:10.1007/s11749-010-0229-8.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Zhao, X., Balakrishnan, N. & Sun, J. Nonparametric inference based on panel count data. TEST 20, 1–42 (2011). https://doi.org/10.1007/s11749-010-0223-1

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11749-010-0223-1

Keywords

Mathematics Subject Classification (2000)

Navigation