On near-redundancy and identifiability of parametric hazard regression models under censoring

Francisco J. Rubio*, Jorge A. Espindola, José A. Montoya

*Autor correspondiente de este trabajo

Producción científica: Contribución a una revistaArtículorevisión exhaustiva

Resumen

We study parametric inference on a rich class of hazard regression models in the presence of right-censoring. Previous literature has reported some inferential challenges, such as multimodal or flat likelihood surfaces, in this class of models for some particular data sets. We formalize the study of these inferential problems by linking them to the concepts of near-redundancy and practical nonidentifiability of parameters. We show that the maximum likelihood estimators of the parameters in this class of models are consistent and asymptotically normal. Thus, the inferential problems in this class of models are related to the finite-sample scenario, where it is difficult to distinguish between the fitted model and a nested nonidentifiable (i.e., parameter-redundant) model. We propose a method for detecting near-redundancy, based on distances between probability distributions. We also employ methods used in other areas for detecting practical nonidentifiability and near-redundancy, including the inspection of the profile likelihood function and the Hessian method. For cases where inferential problems are detected, we discuss alternatives such as using model selection tools to identify simpler models that do not exhibit these inferential problems, increasing the sample size, or extending the follow-up time. We illustrate the performance of the proposed methods through a simulation study. Our simulation study reveals a link between the presence of near-redundancy and practical nonidentifiability. Two illustrative applications using real data, with and without inferential problems, are presented.

Idioma originalInglés
Número de artículo2300006
PublicaciónBiometrical Journal
Volumen65
N.º8
DOI
EstadoPublicada - dic. 2023

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© 2023 The Authors. Biometrical Journal published by Wiley-VCH GmbH.

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