Nonparametric regression with interval-censored data |
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Authors: | Wen Li Deng Zu Kang Zheng Ri Quan Zhang |
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Institution: | 1. School of Mathematics and Information Science, Jiangxi Normal University, Nanchang, 330022, P. R. China 2. Department of Statistics, School of Management, Fudan University, Shanghai, 200433, P. R. China 3. Department of Statistics, School of Finance and Statistics, East China Normal University, Shanghai, 200062, P. R. China
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Abstract: | In many medical studies, the prevalence of interval censored data is increasing due to periodic monitoring of the progression status of a disease. In nonparametric regression model, when the response variable is subjected to interval-censoring, the regression function could not be estimated by traditional methods directly. With the censored data, we construct a new response variable which has the same conditional expectation as the original one. Based on the new variable, we get a nearest neighbor estimator of the regression function. It is established that the estimator has strong consistency and asymptotic normality. The relevant simulation reports are given. |
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Keywords: | Interval-censored data regression function nearest neighbor estimator |
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