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Estimation from cross-sectional data under a semiparametric truncation model
de Uña-Álvarez, Jacobo; Heuchenne, Cédric; Laurent, Géraldine
2013
 

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Keywords :
Length-biaised data; Cross-sectional study; Left-truncated data
Abstract :
[en] Cross-sectional sampling is often used when investigating inter-event times, resulting in left-truncated and right-censored data. In this paper we consider a semiparametric truncation model in which the truncating variable is assumed to belong to a certain parametric family, while nothing is assumed on lifetime and censoring distributions. The novelty of this work is in the fact that it introduces estimators of this semiparametric model in the presence of censoring. Two alternative methods are considered, based on conditional and full likelihood considerations. Asymptotic representations of the estimators for the lifetime distribution are obtained, and their weak convergence is established. The finite sample performance of the new estimators is explored through simulations, and two real data illustrations are provided. One of the conclusions of our research is that both estimators perform better than Wang's NPMLE when the parametric family for the truncation variable is valid) in the sense of the integrated mean squared error, and that the full likelihood approach is preferable to the conditional likelihood approach for the estimation of the lifetime distribution but not necessarily for the estimation of the truncation distribution.
Research center :
Centre for Quantitative Methods and Operations Management (QuantOM)
Disciplines :
Mathematics
Author, co-author :
de Uña-Álvarez, Jacobo
Heuchenne, Cédric ;  Université de Liège - ULiège > HEC-Ecole de gestion : UER > Statistique appliquée à la gestion et à l'économie
Laurent, Géraldine ;  Université de Liège - ULiège > HEC-Ecole de gestion : UER > UER Opérations
Language :
English
Title :
Estimation from cross-sectional data under a semiparametric truncation model
Publication date :
2013
Funders :
This research was supported by IAP research network grant nr. P7/06 of the Belgian government (Belgian Science Policy)
Available on ORBi :
since 05 June 2014

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