Sieve estimation of a class of partially linear transformation models with interval-censored competing risks data

Stat Sin. 2023 Apr;33(2):685-704. doi: 10.5705/ss.202021.0051.

Abstract

In this paper, we consider a class of partially linear transformation models with interval-censored competing risks data. Under a semiparametric generalized odds rate specification for the cause-specific cumulative incidence function, we obtain optimal estimators of the large number of parametric and nonparametric model components via maximizing the likelihood function over a joint B-spline and Bernstein polynomial spanned sieve space. Our specification considers a relatively simpler finite-dimensional parameter space, approximating the infinite-dimensional parameter space as n → ∞, thereby allowing us to study the almost sure consistency, and rate of convergence for all parameters, and the asymptotic distributions and efficiency of the finite-dimensional components. We study the finite sample performance of our method through simulation studies under a variety of scenarios. Furthermore, we illustrate our methodology via application to a dataset on HIV-infected individuals from sub-Saharan Africa.

Keywords: Bernstein polynomials; Competing risks; Cumulative incidence function; Interval censoring; Partially linear transformation model; Semiparametric efficiency.