Yale University
Department of Statistics

"Local EM Estimation of the Hazard Function for Interval Censored Data"


Monday, November 25, 1996

Rebecca Betensky
School of Public Health
Harvard University
Seminar to be held in Room 309, LEPH, 60 College

I will discuss a smooth hazard estimator for interval censored survival data, using the local likelihood method of Tibshirani and Hastie (1987). To fit the model, a local EM algorithm is used in which the current estimate of the hazard function is updated within overlapping neighborhoods conditional on the observed data and the current estimate. This local hazard estimate is then mapped to a global piecewise exponential survivorship function. The entire procedure is iterated until convergence. The resulting estimate is ``loosely'' parametric in that it is derived assuming a ``running exponential'' model for the survivorship function. As such, it is more descriptive than purely non-parametric estimates in regions of concentrated information and takes on a parametric flavor in regions of sparse information. Two different pointwise confidence intervals are derived for the smooth curve, one based on asymptotic theory and the other on the bootstrap. I will illustrate the local EM method for the breast cosmesis data of Finkelstein ({\em Biometrics}, 1986) and the AIDS data of Richman, Grimes and Lagakos ({\em J. AIDS}, 1990). The local likelihood estimates are compared to the non-parametric estimate of Turnbull ({\em JRSS-B}, 1976) and to the logspline estimate of Kooperberg and Stone ({\em JCGS}, 1992). This is joint work with Jane Lindsey and Louise Ryan.