Nonparametric Maximum Likelihood Estimator Research Articles

Partial-linear single-index transformation models with censored data.

In studies with time-to-event outcomes, multiple, inter-correlated, and time-varying covariates are commonly observed. It is of great interest to model their joint effects by allowing a flexible functional form and to delineate their relative contributions to survival risk. A class of semiparametric transformation (ST) models offers flexible specifications of the intensity function and can be a general framework to accommodate nonlinear covariate effects. In this paper, we propose a partial-linear single-index (PLSI) transformation model that reduces the dimensionality of multiple covariates into a single index and provides interpretable estimates of the covariate effects. We develop an iterative algorithm using the regression spline technique to model the nonparametric single-index function for possibly nonlinear joint effects, followed by nonparametric maximum likelihood estimation. We also propose a nonparametric testing procedure to formally examine the linearity of covariate effects. We conduct Monte Carlo simulation studies to compare the PLSI transformation model with the standard ST model and apply it to NYU Langone Health de-identified electronic health record data on COVID-19 hospitalized patients' mortality and a Veteran's Administration lung cancer trial.

The survival function NPMLE for combined right-censored and length-biased right-censored failure time data: properties and applications.

Many cohort studies in survival analysis have imbedded in them subcohorts consisting of incident cases and prevalent cases. Instead of analysing the data from the incident and prevalent cohorts alone, there are surely advantages to combining the data from these two subcohorts. In this paper, we discuss a survival function nonparametric maximum likelihood estimator (NPMLE) using both length-biased right-censored prevalent cohort data and right-censored incident cohort data. We establish the asymptotic properties of the survival function NPMLE and utilize the NPMLE to estimate the distribution for time spent in a Montreal area hospital.

Partly linear single-index cure models with a nonparametric incidence link function.

In cancer studies, it is commonplace that a fraction of patients participating in the study are cured, such that not all of them will experience a recurrence, or death due to cancer. Also, it is plausible that some covariates, such as the treatment assigned to the patients or demographic characteristics, could affect both the patients' survival rates and cure/incidence rates. A common approach to accommodate these features in survival analysis is to consider a mixture cure survival model with the incidence rate modeled by a logistic regression model and latency part modeled by the Cox proportional hazards model. These modeling assumptions, though typical, restrict the structure of covariate effects on both the incidence and latency components. As a plausible recourse to attain flexibility, we study a class of semiparametric mixture cure models in this article, which incorporates two single-index functions for modeling the two regression components. A hybrid nonparametric maximum likelihood estimation method is proposed, where the cumulative baseline hazard function for uncured subjects is estimated nonparametrically, and the two single-index functions are estimated via Bernstein polynomials. Parameter estimation is carried out via a curated expectation-maximization algorithm. We also conducted a large-scale simulation study to assess the finite-sample performance of the estimator. The proposed methodology is illustrated via application to two cancer datasets.

Latent Class Proportional Hazards Regression with Heterogeneous Survival Data.

Heterogeneous survival data are commonly present in chronic disease studies. Delineating meaningful disease subtypes directly linked to a survival outcome can generate useful scientific implications. In this work, we develop a latent class proportional hazards (PH) regression framework to address such an interest. We propose mixture proportional hazards modeling, which flexibly accommodates class-specific covariate effects while allowing for the baseline hazard function to vary across latent classes. Adapting the strategy of nonparametric maximum likelihood estimation, we derive an Expectation-Maximization (E-M) algorithm to estimate the proposed model. We establish the theoretical properties of the resulting estimators. Extensive simulation studies are conducted, demonstrating satisfactory finite-sample performance of the proposed method as well as the predictive benefit from accounting for the heterogeneity across latent classes. We further illustrate the practical utility of the proposed method through an application to a mild cognitive impairment (MCI) cohort in the Uniform Data Set.

A Unified Nonparametric Fiducial Approach to Interval-Censored Data

Censored data, where the event time is partially observed, are challenging for survival probability estimation. In this article, we introduce a novel nonparametric fiducial approach to interval-censored data, including right-censored, current status, case II censored, and mixed case censored data. The proposed approach leveraging a simple Gibbs sampler has a useful property of being “one size fits all,” that is, the proposed approach automatically adapts to all types of noninformative censoring mechanisms. As shown in the extensive simulations, the proposed fiducial confidence intervals significantly outperform existing methods in terms of both coverage and length. In addition, the proposed fiducial point estimator has much smaller estimation errors than the nonparametric maximum likelihood estimator. Furthermore, we apply the proposed method to Austrian rubella data and a study of hemophiliacs infected with the human immunodeficiency virus. The strength of the proposed fiducial approach is not only estimation and uncertainty quantification but also its automatic adaptation to a variety of censoring mechanisms. Supplementary materials for this article are available online.

Semiparametric probit regression model with misclassified current status data.

Current status data arise when each subject under study is examined only once at an observation time, and one only knows the failure status of the event of interest at the observation time rather than the exact failure time. Moreover, the obtained failure status is frequently subject to misclassification due to imperfect tests, yielding misclassified current status data. This article conducts regression analysis of such data with the semiparametric probit model, which serves as an important alternative to existing semiparametric models and has recently received considerable attention in failure time data analysis. We consider the nonparametric maximum likelihood estimation and develop an expectation-maximization (EM) algorithm by incorporating the generalized pool-adjacent-violators (PAV) algorithm to maximize the intractable likelihood function. The resulting estimators of regression parameters are shown to be consistent, asymptotically normal, and semiparametrically efficient. Furthermore, the numerical results in simulation studies indicate that the proposed method performs satisfactorily in finite samples and outperforms the naive method that ignores misclassification. We then apply the proposed method to a real dataset on chlamydia infection.

Survival analysis with a random change-point.

Contemporary works in change-point survival models mainly focus on an unknown universal change-point shared by the whole study population. However, in some situations, the change-point is plausibly individual-specific, such as when it corresponds to the telomere length or menopausal age. Also, maximum-likelihood-based inference for the fixed change-point parameter is notoriously complicated. The asymptotic distribution of the maximum-likelihood estimator is non-standard, and computationally intensive bootstrap techniques are commonly used to retrieve its sampling distribution. This article is motivated by a breast cancer study, where the disease-free survival time of the patients is postulated to be regulated by the menopausal age, which is unobserved. As menopausal age varies across patients, a fixed change-point survival model may be inadequate. Therefore, we propose a novel proportional hazards model with a random change-point. We develop a nonparametric maximum-likelihood estimation approach and devise a stable expectation-maximization algorithm to compute the estimators. Because the model is regular, we employ conventional likelihood theory for inference based on the asymptotic normality of the Euclidean parameter estimators, and the variance of the asymptotic distribution can be consistently estimated by a profile-likelihood approach. A simulation study demonstrates the satisfactory finite-sample performance of the proposed methods, which yield small bias and proper coverage probabilities. The methods are applied to the motivating breast cancer study.

Testing for an ignorable sampling bias under random double truncation.

In clinical and epidemiological research doubly truncated data often appear. This is the case, for instance, when the data registry is formed by interval sampling. Double truncation generally induces a sampling bias on the target variable, so proper corrections of ordinary estimation and inference procedures must be used. Unfortunately, the nonparametric maximum likelihood estimator of a doubly truncated distribution has several drawbacks, like potential nonexistence and nonuniqueness issues, or large estimation variance. Interestingly, no correction for double truncation is needed when the sampling bias is ignorable, which may occur with interval sampling and other sampling designs. In such a case the ordinary empirical distribution function is a consistent and fully efficient estimator that generally brings remarkable variance improvements compared to the nonparametric maximum likelihood estimator. Thus, identification of such situations is critical for the simple and efficient estimation of the target distribution. In this article, we introduce for the first time formal testing procedures for the null hypothesis of ignorable sampling bias with doubly truncated data. The asymptotic properties of the proposed test statistic are investigated. A bootstrap algorithm to approximate the null distribution of the test in practice is introduced. The finite sample performance of the method is studied in simulated scenarios. Finally, applications to data on onset for childhood cancer and Parkinson's disease are given. Variance improvements in estimation are discussed and illustrated.

Biopsy Assessment of Oncologic Control 3 Years Following Primary Partial Gland Cryoablation: A Prospective Cohort Study of Men With Intermediate-risk Prostate Cancer.

We evaluated 3-year oncologic outcomes following primary partial gland cryoablation. Men with unilateral intermediate-risk prostate cancer undergoing primary partial gland cryoablation since March 2017 enrolled in a prospective outcome registry. The postablation protocol for all men included surveillance prostate biopsy at 2 years postablation and reflex prostate biopsy for cases with high suspicion of recurrence (eg, progressive rise in PSA). Recurrence of clinically significant prostate cancer was defined as any Gleason grade group ≥2 disease on postablation biopsy. Freedom from failure represented no whole gland salvage treatment, metastatic prostate cancer, or prostate cancer mortality. Freedom from recurrence and freedom from failure were characterized using nonparametric maximum likelihood estimators. A total of 132 men had at least 24 months of follow-up data. Biopsies identified clinically significant prostate cancer in 12 men. At 36 months, model-estimated rates of freedom from recurrence of in-field, out-of-field, and overall clinically significant cancer were 97% (95% CI: 92-100), 87% (95% CI: 80-94), and 86% (95% CI: 78-93), respectively. The model-estimated proportion with freedom from failure at 36 months was 97% (95% CI: 93-100). The low in-field cancer detection rate at 3 years indicates successful ablation of localized cancers. Conversely, our observed out-of-field detection rate highlights the need for continued surveillance following partial gland cryoablation. Many of these recurrences exhibited very low volume of clinically significant disease below the detection threshold of multiparametric MRI, suggesting a limited role for multiparametric MRI in detecting clinically significant recurrences at 2 years. These findings emphasize the need for long-term surveillance and identification of predictors of clinically significant prostate cancer recurrences to guide biopsy timing.

A nonparametric mixture approach to density and null proportion estimation in large‐scale multiple comparison problems

SummaryA new method for estimating the proportion of null effects is proposed for solving large‐scale multiple comparison problems. It utilises maximum likelihood estimation of nonparametric mixtures, which also provides a density estimate of the test statistics. It overcomes the problem of the usual nonparametric maximum likelihood estimator that cannot produce a positive probability at the location of null effects in the process of estimating nonparametrically a mixing distribution. The profile likelihood is further used to help produce a range of null proportion values, corresponding to which the density estimates are all consistent. With a proper choice of a threshold function on the profile likelihood ratio, the upper endpoint of this range can be shown to be a consistent estimator of the null proportion. Numerical studies show that the proposed method has an apparently convergent trend in all cases studied and performs favourably when compared with existing methods in the literature.

범주형 전환문항을 포함하는 항목 무응답 대체 방법 비교

In social surveys, unfolding bracket questions are used as a technique to reduce the loss of information due to nonresponse when item nonresponses occur. Item nonresponse, including unfolding bracket questions, has a similar structure to interval censored survival data. However, imputation methods to handle item nonresponses including unfolding bracket questions are limited. In this study, we examine performance of imputation with and without unfolding bracket questions. Also we compare three imputation methods to handle unfolding bracket questions. The First method is a linear regression-based nearest neighbor hotdeck imputation. Secondly, it is possible to consider a uniform distribution that selects a value with the same probability within the section for each individual. The third is an imputation method using the survival function estimated by the nonparametric maximum likelihood estimation method. Hotdeck imputation was considered as an imputation for not using unfolding bracket questions. The performance of these imputation methods was evaluated through simulation and the KLoSA study is used to provide examples of the application of these methods to real data. Imputation methods using unfolding bracket questions showed better performance than the method without unfolding bracket questions. The performance of the imputation method using the survival function estimated by the nonparametric maximum likelihood estimation method was better when the nonresponse rate was low and when the nonresponse rate is large in terms of root mean square error. When the non-response rate is large, the linear regression-based nearest neighbor hotdeck imputation method showed better results in terms of mean bias.

Nonparametric Maximum Likelihood Estimation Under a Likelihood Ratio Order

Comparison of two univariate distributions based on independent samples from them is a fundamental problem in statistics, with applications in a wide variety of scientific disciplines. In many situations, we might hypothesize that the two distributions are stochastically ordered, meaning intuitively that samples from one distribution tend to be larger than those from the other. One type of stochastic order that arises in economics, biomedicine, and elsewhere is the likelihood ratio order, also known as the density ratio order, in which the ratio of the density functions of the two distributions is monotone non-decreasing. In this article, we derive and study the nonparametric maximum likelihood estimator of the individual distributions and the ratio of their densities under the likelihood ratio order. Our work applies to discrete distributions, continuous distributions, and mixed continuous-discrete distributions. We demonstrate convergence in distribution of the estimator in certain cases, and we illustrate our results using numerical experiments and an analysis of a biomarker for predicting bacterial infection in children with systemic inflammatory response syndrome.

Invidious Comparisons: Ranking and Selection as Compound Decisions

There is an innate human tendency, one might call it the “league table mentality,” to construct rankings. Schools, hospitals, sports teams, movies, and myriad other objects are ranked even though their inherent multi‐dimensionality would suggest that—at best—only partial orderings were possible. We consider a large class of elementary ranking problems in which we observe noisy, scalar measurements of merit for n objects of potentially heterogeneous precision and are asked to select a group of the objects that are “most meritorious.” The problem is naturally formulated in the compound decision framework of Robbins's (1956) empirical Bayes theory, but it also exhibits close connections to the recent literature on multiple testing. The nonparametric maximum likelihood estimator for mixture models (Kiefer and Wolfowitz (1956)) is employed to construct optimal ranking and selection rules. Performance of the rules is evaluated in simulations and an application to ranking U.S. kidney dialysis centers.

Feature Screening for Interval-Valued Response with Application to Study Association between Posted Salary and Required Skills

It is important to quantify the differences in returns to skills using the online job advertisements data, which have attracted great interest in both labor economics and statistics fields. In this article, we study the relationship between the posted salary and the job requirements in online labor markets. There are two challenges to deal with. First, the posted salary is always presented in an interval-valued form, for example, 5k–10k yuan per month. Simply taking the mid-point or the lower bound as the alternative for salary may result in biased estimators. Second, the number of the potential skill words as predictors generated from the job advertisements by word segmentation is very large and many of them may not contribute to the salary. To this end, we propose a new feature screening method, Absolute Distribution Difference Sure Independence Screening (ADD-SIS), to select important skill words for the interval-valued response. The marginal utility for feature screening is based on the difference of estimated distribution functions via nonparametric maximum likelihood estimation, which sufficiently uses the interval information. It is model-free and robust to outliers. Numerical simulations show that the new method using the interval information is more efficient to select important predictors than the methods only based on the single points of the intervals. In the real data application, we study the text data of job advertisements for data scientists and data analysts in a major China’s online job posting website, and explore the important skill words for the salary. We find that the skill words like optimization, long short-term memory (LSTM), convolutional neural networks (CNN), collaborative filtering, are positively correlated with the salary while the words like Excel, Office, data collection, may negatively contribute to the salary. Supplementary materials for this article are available online.

Fisher-Pitman Permutation Tests Based on Nonparametric Poisson Mixtures with Application to Single Cell Genomics

This article investigates the theoretical and empirical performance of Fisher-Pitman-type permutation tests for assessing the equality of unknown Poisson mixture distributions. Building on nonparametric maximum likelihood estimators (NPMLEs) of the mixing distribution, these tests are theoretically shown to be able to adapt to complicated unspecified structures of count data and also consistent against their corresponding ANOVA-type alternatives; the latter is a result in parallel to classic claims made by Robinson. The studied methods are then applied to a single-cell RNA-seq data obtained from different cell types from brain samples of autism subjects and healthy controls; empirically, they unveil genes that are differentially expressed between autism and control subjects yet are missed using common tests. For justifying their use, rate optimality of NPMLEs is also established in settings similar to nonparametric Gaussian (Wu and Yang) and binomial mixtures (Tian, Kong, and Valiant; Vinayak et al.). Supplementary materials for this article are available online.

A nonparametric test for equality of survival medians using right-censored prevalent cohort survival data.

The median is a robust summary commonly used for comparison between populations. The existing literature falls short in testing for equality of survival medians when the collected data do not form representative samples from their respective target populations and are subject to right censoring. Such data commonly occur in prevalent cohort studies with follow-up. We consider a particular case where the disease under study is stable, that is, the incidence rate of the disease is stable. It is known that survival data collected on diseased cases, when the disease under study is stable, form a length-biased sample from the target population. We fill the gap for the particular case of length-biased right-censored survival data by proposing a large-sample test using the nonparametric maximum likelihood estimator of the survivor function in the target population. The small sample performance of the proposed test statistic is studied via simulation. We apply the proposed method to test for differences in survival medians of Alzheimer's disease and dementia groups using the survival data collected as part of the Canadian Study of Health and Aging.

Joint semiparametric models for case-cohort designs.

Two-phase studies such as case-cohort and nested case-control studies are widely used cost-effective sampling strategies. In the first phase, the observed failure/censoring time and inexpensive exposures are collected. In the second phase, a subgroup of subjects is selected for measurements of expensive exposures based on the information from the first phase. One challenging issue is how to utilize all the available information to conduct efficient regression analyses of the two-phase study data. This paper proposes a joint semiparametric modeling of the survival outcome and the expensive exposures. Specifically, we assume a class of semiparametric transformation models and a semiparametric density ratio model for the survival outcome and the expensive exposures, respectively. The class of semiparametric transformation models includes the proportional hazards model and the proportional odds model as special cases. The density ratio model is flexible in modeling multivariate mixed-type data. We develop efficient likelihood-based estimation and inference procedures and establish the large sample properties of the nonparametric maximum likelihood estimators. Extensive numerical studies reveal that the proposed methods perform well under practical settings. The proposed methods also appear to be reasonably robust under various model mis-specifications. An application to the National Wilms Tumor Study isprovided.

SIMPLE SEMIPARAMETRIC ESTIMATION OF ORDERED RESPONSE MODELS

We propose two simple semiparametric estimation methods for ordered response models with an unknown error distribution. The proposed methods do not require users to choose any tuning parameters, and they automatically incorporate the monotonicity restriction of the unknown distribution function. Fixing finite-dimensional parameters in the model, we construct nonparametric maximum likelihood estimates for the error distribution based on the related binary choice data or the entire ordered response data. We then obtain estimates for finite-dimensional parameters based on moment conditions given the estimated distribution function. Our semiparametric approaches deliver root-n consistent and asymptotically normal estimators of the regression coefficient and threshold parameter. We also develop valid bootstrap procedures for inference. The advantages of our methods are borne out in simulation studies and a real data application.

Improved nonparametric penalized maximum likelihood estimation for arbitrarily censored survival data.

Nonparametric maximum likelihood estimation encompasses a group of classic methods to estimate distribution-associated functions from potentially censored and truncated data, with extensive applications in survival analysis. These methods, including the Kaplan-Meier estimator and Turnbull's method, often result in overfitting, especially when the sample size is small. We propose an improvement to these methods by applying kernel smoothing to their raw estimates, based on a BIC-type loss function that balances the trade-off between optimizing model fit and controlling model complexity. In the context of a longitudinal study with repeated observations, we detail our proposed smoothing procedure and optimization algorithm. With extensive simulation studies over multiple realistic scenarios, we demonstrate that our smoothing-based procedure provides better overall accuracy in both survival function estimation and individual-level time-to-event prediction (imputation) by reducing overfitting. Our smoothing procedure decreases the bias (discrepancy between the estimated and true simulated survival function) using interval-censored data by up to 48% compared to the raw un-smoothed estimate, with similar improvements of up to 34% and 23% in within-sample and out-of-sample prediction, respectively. Our smoothing algorithm also demonstrates significant overall improvement across all three metrics when compared to a popular semiparametric B-splines estimation method. Finally, we apply our method to real data on censored breast cancer diagnosis, which similarly shows improvement when compared to empirical survival estimates from uncensored data. We provide an R package, SISE, for implementing our penalized likelihood method.

Nonparametric and semiparametric estimation with sequentially truncated survival data.

In observational cohort studies with complex sampling schemes, truncation arises when the time to event of interest is observed only when it falls below or exceeds another random time, that is, the truncation time. In more complex settings, observation may require a particular ordering of event times; we refer to this as sequential truncation. Estimators of the event time distribution have been developed for simple left-truncated or right-truncated data. However, these estimators may be inconsistent under sequential truncation. We propose nonparametric and semiparametric maximum likelihood estimators for the distribution of the event time of interest in the presence of sequential truncation, under two truncation models. We show the equivalence of an inverse probability weighted estimator and a product limit estimator under one of these models. We study the large sample properties of the proposed estimators and derive their asymptotic variance estimators. We evaluate the proposed methods through simulation studies and apply the methods to an Alzheimer's disease study. We have developed an R package, seqTrun, for implementation of ourmethod.