4.5 Article

Penalized estimation for proportional hazards models with current status data

Journal

STATISTICS IN MEDICINE
Volume 36, Issue 30, Pages 4893-4907

Publisher

WILEY
DOI: 10.1002/sim.7489

Keywords

current status data; efficient estimation; goodness-of-fit; isotonic regression; monotone B-spline; penalized estimation

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We provide a simple and practical, yet flexible, penalized estimation method for a Cox proportional hazards model with current status data. We approximate the baseline cumulative hazard function by monotone B-splines and use a hybrid approach based on the Fisher-scoring algorithm and the isotonic regression to compute the penalized estimates. We show that the penalized estimator of the nonparametric component achieves the optimal rate of convergence under some smooth conditions and that the estimators of the regression parameters are asymptotically normal and efficient. Moreover, a simple variance estimation method is considered for inference on the regression parameters. We perform 2 extensive Monte Carlo studies to evaluate the finite-sample performance of the penalized approach and compare it with the 3 competing R packages: C1.coxph, intcox, and ICsurv. A goodness-of-fit test and model diagnostics are also discussed. The methodology is illustrated with 2 real applications.

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