Maximum likelihood estimation in a partially observed stratified regression model with censored data
Year: 2008
Type: preprint
Abstract: The stratified proportional intensity model generalizes Cox's proportional intensity model by allowing different groups of the population under study to have distinct baseline intensity functions. In this article, we consider the problem of estimation in this model when the variable indicating the stratum is unobserved for some individuals in the studied sample. In this setting, we construct nonparametric maximum likelihood estimators for the parameters of the stratified model and we establish their consistency and asymptotic normality. Consistent estimators for the limiting variances are also obtained.
Authors: Detais, Amélie, Dupuy, Jean-François
Institution: Institut de Mathématiques de Toulouse
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2951564061