A Spline-Based Semiparametric Maximum Likelihood Estimation Method for the Cox Model with Interval-Censored Data


Ying Zhang, Department of Biostatistics, University of Iowa, 200 Hawkins Drives, C22 GH, Iowa City, IA 52242, USA.
E-mail: ying-j-zhang@uiowa.edu


Abstract.  We propose a spline-based semiparametric maximum likelihood approach to analysing the Cox model with interval-censored data. With this approach, the baseline cumulative hazard function is approximated by a monotone B-spline function. We extend the generalized Rosen algorithm to compute the maximum likelihood estimate. We show that the estimator of the regression parameter is asymptotically normal and semiparametrically efficient, although the estimator of the baseline cumulative hazard function converges at a rate slower than root-n. We also develop an easy-to-implement method for consistently estimating the standard error of the estimated regression parameter, which facilitates the proposed inference procedure for the Cox model with interval-censored data. The proposed method is evaluated by simulation studies regarding its finite sample performance and is illustrated using data from a breast cosmesis study.