Modified Cox regression with current status data

Abstract

In survival analysis, the lifetime under study is not always observed. In certain applications, for some individuals, the value of the lifetime is only known to be smaller or larger than some random duration. This framework represent an exten sion of standard situations where the lifetime is only left or only right randomly censored. We consider the case where the independent observation units include also some covariates, and we propose two semiparametric regression models. The new models extend the standard Cox proportional hazard model to the situation of a more complex censoring mechanism. However, like in Cox’s model, in both models the nonparametric baseline hazard function still could be expressed as an explicit functional of the distribution of the observations. This allows to define the estimator of the finite-dimensional parameters as the maximum of a likelihood-type criterion which is an explicit function of the data. Given an estimate of the finite dimensional parameter, the estimation of the baseline cumulative hazard function is straightforward.