Model based bootstrap methods for interval censored data

B Sen, G Xu - Computational Statistics & Data Analysis, 2015 - Elsevier
Computational Statistics & Data Analysis, 2015Elsevier
The performance of model based bootstrap methods for constructing point-wise confidence
intervals around the survival function with interval censored data is investigated. It is shown
that bootstrapping from the nonparametric maximum likelihood estimator of the survival
function is inconsistent for the current status model. A model based smoothed bootstrap
procedure is proposed and proved to be consistent. In fact, a general framework for proving
the consistency of any model based bootstrap scheme in the current status model is …
Abstract
The performance of model based bootstrap methods for constructing point-wise confidence intervals around the survival function with interval censored data is investigated. It is shown that bootstrapping from the nonparametric maximum likelihood estimator of the survival function is inconsistent for the current status model. A model based smoothed bootstrap procedure is proposed and proved to be consistent. In fact, a general framework for proving the consistency of any model based bootstrap scheme in the current status model is established. In addition, simulation studies are conducted to illustrate the (in)-consistency of different bootstrap methods in mixed case interval censoring. The conclusions in the interval censoring model would extend more generally to estimators in regression models that exhibit non-standard rates of convergence.
Elsevier
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