On non-parametric maximum likelihood estimation of the bivariate survivor function.
The likelihood function for the bivariate survivor function F, under independent censorship, is maximized to obtain a non-parametric maximum likelihood estimator &Fcirc;. &Fcirc; may or may not be unique depending on the configuration of singly- and doubly-censored pairs. The likelihood function can be maximized by placing all mass on the grid formed by the uncensored failure times, or half lines beyond the failure time grid, or in the upper right quadrant beyond the grid. By accumulating the mass along lines (or regions) where the likelihood is flat, one obtains a partially maximized likelihood as a function of parameters that can be uniquely estimated. The score equations corresponding to these point mass parameters are derived, using a Lagrange multiplier technique to ensure unit total mass, and a modified Newton procedure is used to calculate the parameter estimates in some limited simulation studies. Some considerations for the further development of non-parametric bivariate survivor function estimators are briefly described.
Prentice
R L
RL
Division of Public Health Sciences, Fred Hutchinson Cancer Research Center, 1100 Fairview Avenue North, MP-1002, P.O. Box 19024, Seattle, WA 98109-1024, USA. rprentic@fhcrc.org
D003198:Computer Simulation; D006801:Humans; D016013:Likelihood Functions; D018709:Statistics, Nonparametric