TY - JOUR
T1 - A necessary and sufficient condition for justifying non-parametric likelihood with censored data
AU - Yu, Qiqing
AU - Hsu, Yuting
AU - Yu, Kai
N1 - Publisher Copyright:
© 2014, Springer-Verlag Berlin Heidelberg.
PY - 2014/10/14
Y1 - 2014/10/14
N2 - The non-parametric likelihood L(F) for censored data, including univariate or multivariate right-censored, doubly-censored, interval-censored, or masked competing risks data, is proposed by Peto (Appl Stat 22:86–91, 1973). It does not involve censoring distributions. In the literature, several noninformative conditions are proposed to justify L(F) so that the GMLE can be consistent (see, for examples, Self and Grossman in Biometrics 42:521–530 1986, or Oller et al. in Can J Stat 32:315–326, 2004). We present the necessary and sufficient (N&S) condition so that L(F) is equivalent to the full likelihood under the non-parametric set-up. The statement is false under the parametric set-up. Our condition is slightly different from the noninformative conditions in the literature. We present two applications to our cancer research data that satisfy the N&S condition but has dependent censoring.
AB - The non-parametric likelihood L(F) for censored data, including univariate or multivariate right-censored, doubly-censored, interval-censored, or masked competing risks data, is proposed by Peto (Appl Stat 22:86–91, 1973). It does not involve censoring distributions. In the literature, several noninformative conditions are proposed to justify L(F) so that the GMLE can be consistent (see, for examples, Self and Grossman in Biometrics 42:521–530 1986, or Oller et al. in Can J Stat 32:315–326, 2004). We present the necessary and sufficient (N&S) condition so that L(F) is equivalent to the full likelihood under the non-parametric set-up. The statement is false under the parametric set-up. Our condition is slightly different from the noninformative conditions in the literature. We present two applications to our cancer research data that satisfy the N&S condition but has dependent censoring.
UR - http://www.scopus.com/inward/record.url?scp=84919383839&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84919383839&partnerID=8YFLogxK
U2 - 10.1007/s00184-014-0482-z
DO - 10.1007/s00184-014-0482-z
M3 - Article
AN - SCOPUS:84919383839
SN - 0026-1335
VL - 77
SP - 995
EP - 1011
JO - Metrika
JF - Metrika
IS - 8
ER -