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OBJECTIVE: To construct a nonparametric proportional hazards (PH) model for mixed informative interval-censored failure time data for predicting the risks in heart transplantation surgeries. METHODS: Based on the complexity of mixed informative interval-censored failure time data, we considered the interdependent relationship between failure time process and observation time process, constructed a nonparametric proportional hazards (PH) model to describe the nonlinear relationship between the risk factors and heart transplant surgery risks and proposed a two-step sieve estimation maximum likelihood algorithm. An estimation equation was established to estimate frailty variables using the observation process model. Ⅰ-spline and B-spline were used to approximate the unknown baseline hazard function and nonparametric function, respectively, to obtain the working likelihood function in the sieve space. The partial derivative of the model parameters was used to obtain the scoring equation. The maximum likelihood estimation of the parameters was obtained by solving the scoring equation, and a function curve of the impact of risk factors on the risk of heart transplantation surgery was drawn. RESULTS: Simulation experiment suggested that the estimated values obtained by the proposed method were consistent and asymptotically effective under various settings with good fitting effects. Analysis of heart transplant surgery data showed that the donor's age had a positive linear relationship with the surgical risk. The impact of the recipient's age at disease onset increased at first and then stabilized, but increased against at an older age. The donor-recipient age difference had a positive linear relationship with the surgical risk of heart transplantation. CONCLUSION: The nonparametric PH model established in this study can be used for predicting the risks in heart transplantation surgery and exploring the functional relationship between the surgery risks and the risk factors.

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The global navigation satellite system (GNSS) daily position time series are often described as the sum of stochastic processes and geophysical signals which allow to study global and local geodynamical effects such as plate tectonics, earthquakes, or ground water variations. In this work, we propose to extend the Generalized Method of Wavelet Moments (GMWM) to estimate the parameters of linear models with correlated residuals. This statistical inferential framework is applied to GNSS daily position time-series data to jointly estimate functional (geophysical) as well as stochastic noise models. Our method is called GMWMX, with X standing for eXogenous variables: it is semi-parametric, computationally efficient and scalable. Unlike standard methods such as the widely used maximum likelihood estimator (MLE), our methodology offers statistical guarantees, such as consistency and asymptotic normality, without relying on strong parametric assumptions. At the Gaussian model, our results (theoretical and obtained in simulations) show that the estimated parameters are similar to the ones obtained with the MLE. The computational performances of our approach have important practical implications. Indeed, the estimation of the parameters of large networks of thousands of GNSS stations (some of them being recorded over several decades) quickly becomes computationally prohibitive. Compared to standard likelihood-based methods, the GMWMX has a considerably reduced algorithmic complexity of order O { log ( n ) n } for a time series of length n. Thus, the GMWMX appears to provide a reduction in processing time of a factor of 10-1000 compared to likelihood-based methods depending on the considered stochastic model, the length of the time series and the amount of missing data. As a consequence, the proposed method allows the estimation of large-scale problems within minutes on a standard computer. We validate the performances of our method via Monte Carlo simulations by generating GNSS daily position time series with missing observations and we consider composite stochastic noise models including processes presenting long-range dependence such as power law or Matérn processes. The advantages of our method are also illustrated using real time series from GNSS stations located in the Eastern part of the USA.

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We describe an estimating equation that can be used to fit quantile regression models to interval-censored data. The proposed estimator presents important advantages over the existing methods, and can be applied when the data are a mixture of interval-censored, left-censored, and right-censored observations. We describe estimation and inference, report simulation results, and apply the proposed method to analyze the Signal Tandmobiel® data. The necessary R code has been incorporated in the existing R package c t q r .

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In this article we provide an overview of existing approaches for relating latent class membership to external variables of interest. We extend on the work of Nylund-Gibson et al. (Structural Equation Modeling: A Multidisciplinary Journal, 2019, 26, 967), who summarize models with distal outcomes by providing an overview of most recommended modeling options for models with covariates and larger models with multiple latent variables as well. We exemplify the modeling approaches using data from the General Social Survey for a model with a distal outcome where underlying model assumptions are violated, and a model with multiple latent variables. We discuss software availability and provide example syntax for the real data examples in Latent GOLD.

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Penalized estimation principle is fundamental to high-dimensional problems. In the literature, it has been extensively and successfully applied to various models with only structural parameters. As a contrast, in this paper, we first apply this penalization principle to a linear regression model with a finite-dimensional vector of structural parameters and a high-dimensional vector of sparse incidental parameters. For the estimators of the structural parameters, we derive their consistency and asymptotic normality, which reveals an oracle property. However, the penalized estimators for the incidental parameters possess only partial selection consistency but not consistency. This is an interesting partial consistency phenomenon: the structural parameters are consistently estimated while the incidental ones cannot. For the structural parameters, also considered is an alternative two-step penalized estimator, which has fewer possible asymptotic distributions and thus is more suitable for statistical inferences. We further extend the methods and results to the case where the dimension of the structural parameter vector diverges with but slower than the sample size. A data-driven approach for selecting a penalty regularization parameter is provided. The finite-sample performance of the penalized estimators for the structural parameters is evaluated by simulations and a real data set is analyzed.

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BACKGROUND: Imperfect follow-up in longitudinal studies commonly leads to missing outcome data that can potentially bias the inference when the missingness is nonignorable; that is, the propensity of missingness depends on missing values in the data. In the Upstate KIDS Study, we seek to determine if the missingness of child development outcomes is nonignorable, and how a simple model assuming ignorable missingness would compare with more complicated models for a nonignorable mechanism. METHODS: To correct for nonignorable missingness, the shared random effects model (SREM) jointly models the outcome and the missing mechanism. However, the computational complexity and lack of software packages has limited its practical applications. This paper proposes a novel two-step approach to handle nonignorable missing outcomes in generalized linear mixed models. We first analyse the missing mechanism with a generalized linear mixed model and predict values of the random effects; then, the outcome model is fitted adjusting for the predicted random effects to account for heterogeneity in the missingness propensity. RESULTS: Extensive simulation studies suggest that the proposed method is a reliable approximation to SREM, with a much faster computation. The nonignorability of missing data in the Upstate KIDS Study is estimated to be mild to moderate, and the analyses using the two-step approach or SREM are similar to the model assuming ignorable missingness. CONCLUSIONS: The two-step approach is a computationally straightforward method that can be conducted as sensitivity analyses in longitudinal studies to examine violations to the ignorable missingness assumption and the implications relative to health outcomes.

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This article describes several approaches for estimating the benchmark dose (BMD) in a risk assessment study with quantal dose-response data and when there are competing model classes for the dose-response function. Strategies involving a two-step approach, a model-averaging approach, a focused-inference approach, and a nonparametric approach based on a PAVA-based estimator of the dose-response function are described and compared. Attention is raised to the perils involved in data "double-dipping" and the need to adjust for the model-selection stage in the estimation procedure. Simulation results are presented comparing the performance of five model selectors and eight BMD estimators. An illustration using a real quantal-response data set from a carcinogenecity study is provided.

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In the low-dimensional case, the generalized additive coefficient model (GACM) proposed by Xue and Yang [Statist. Sinica16 (2006) 1423-1446] has been demonstrated to be a powerful tool for studying nonlinear interaction effects of variables. In this paper, we propose estimation and inference procedures for the GACM when the dimension of the variables is high. Specifically, we propose a groupwise penalization based procedure to distinguish significant covariates for the "large p small n" setting. The procedure is shown to be consistent for model structure identification. Further, we construct simultaneous confidence bands for the coefficient functions in the selected model based on a refined two-step spline estimator. We also discuss how to choose the tuning parameters. To estimate the standard deviation of the functional estimator, we adopt the smoothed bootstrap method. We conduct simulation experiments to evaluate the numerical performance of the proposed methods and analyze an obesity data set from a genome-wide association study as an illustration.