Nonparametric inference for reversed mean models with panel count data

• Published in: Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability Vol. 28; no. 4; p. 2968
• Main Authors: Liu, L I, Su, Wen, Yin, Guosheng, Zhao, Xingqiu, Zhang, Ying
• Format: Journal Article
• Language: English
• Published: England 01.11.2022
• Subjects: Nonparametric tests; reversed mean model; recurrent events; terminal event
• ISSN: 1350-7265
• DOI: 10.3150/21-bej1444

Panel count data typically refer to data arising from studies with recurrent events, in which subjects are observed only at discrete time points rather than under continuous observations. We investigate a general situation where a recurrent event process is eventually truncated by an informative terminal event and we are particularly interested in behaviors of the recurrent event process near the terminal event. We propose a reversed mean model for estimating the mean function of the recurrent event process. We develop a two-stage sieve likelihood-based method to estimate the mean function, which overcomes the computational difficulties arising from a nuisance functional parameter involved in the likelihood. The consistency and the convergence rate of the two-stage estimator are established. Allowing for the convergence rate slower than the standard rate, we develop the general weak convergence theory of -estimators with a nuisance functional parameter, and then apply it to the proposed estimator for deriving the asymptotic normality. Furthermore, a class of two-sample tests is developed. The proposed methods are evaluated with extensive simulation studies and illustrated with panel count data from the Chinese Longitudinal Healthy Longevity Study.