Repository logo
 

Penalized likelihood estimation of the proportional hazards model for survival data with interval censoring.

Published version
Peer-reviewed

Change log

Authors

Ma, Jun 
Couturier, Dominique-Laurent 
Heritier, Stephane 
Marschner, Ian C 

Abstract

This paper considers the problem of semi-parametric proportional hazards model fitting where observed survival times contain event times and also interval, left and right censoring times. Although this is not a new topic, many existing methods suffer from poor computational performance. In this paper, we adopt a more versatile penalized likelihood method to estimate the baseline hazard and the regression coefficients simultaneously. The baseline hazard is approximated using basis functions such as M-splines. A penalty is introduced to regularize the baseline hazard estimate and also to ease dependence of the estimates on the knots of the basis functions. We propose a Newton-MI (multiplicative iterative) algorithm to fit this model. We also present novel asymptotic properties of our estimates, allowing for the possibility that some parameters of the approximate baseline hazard may lie on the parameter space boundary. Comparisons of our method against other similar approaches are made through an intensive simulation study. Results demonstrate that our method is very stable and encounters virtually no numerical issues. A real data application involving melanoma recurrence is presented and an R package 'survivalMPL' implementing the method is available on R CRAN.

Description

Keywords

asymptotic properties, automated smoothing, constrained optimization, interval censoring, semi-parametric proportional hazard model, Proportional Hazards Models, Likelihood Functions, Computer Simulation, Algorithms, Research Design

Journal Title

Int J Biostat

Conference Name

Journal ISSN

2194-573X
1557-4679

Volume Title

Publisher

Walter de Gruyter GmbH