Open AccessApproximate Likelihood Inference in Generalized Linear Models with Censored Covariates
Author(s) -
Mahdi Teimouri,
Sanjoy K. Sinha
Publication year - 2022
Publication title -
journal of statistical research
Language(s) - English
Resource type - Journals
ISSN - 0256-422X
DOI - 10.3329/jsr.v55i2.58810
Subject(s) - covariate , censoring (clinical trials) , estimator , inference , monte carlo method , statistics , mathematics , generalized linear model , expectation–maximization algorithm , statistical inference , econometrics , computer science , maximum likelihood , artificial intelligence
In many surveys and clinical trials, we obtain measurements on covariates or biomarkers that are left-censored due to the limit of detection. In such cases, it is necessary to correct for the left-censoring when studying covariate effects in regression models. The expectation-maximization (EM) algorithm is widely used for the likelihood inference in generalized linear models with censored covariates. The EM method, however, requires intensive computation involving high-dimensional integration with respect to the covariates when the dimension of the censored covariates is large. To reduce such computational difficulties, we propose and explore a Monte Carlo EM method based on the Metropolis algorithm. The finite-sample properties of the proposed estimators are studied using Monte Carlo simulations. An application is also provided using actual data obtained from a health and nutrition examination survey.Journal of Statistical Research 2021, Vol. 55, No. 2, pp. 359-375