Bootstrap confidence intervals for the mode of the hazard function

In many applications of lifetime data analysis, it is important to perform inferences about the mode of the hazard function in situations of lifetime data modeling with unimodal hazard functions. For lifetime distributions where the mode of the hazard function can be analytically calculated, its maximum likelihood estimator is easily obtained from the invariance properties of the maximum likelihood estimators. From the asymptotical normality of the maximum likelihood estimators, confidence intervals can be obtained. However, these results might not be very accurate for small sample sizes and/or large proportion of censored observations. Considering the log-logistic distribution for the lifetime data with shape parameter beta>1, we present and compare the accuracy of asymptotical confidence intervals with two confidence intervals based on bootstrap simulation. The alternative methodology of confidence intervals for the mode of the log-logistic hazard function are illustrated in three numerical examples.

[1]  B. Efron,et al.  Bootstrap confidence intervals , 1996 .

[2]  Sergey Lvin,et al.  A Study of Log‐Logistic Model in Survival Analysis , 1999 .

[3]  Thomas F. Coleman,et al.  Computing a Trust Region Step for a Penalty Function , 1990, SIAM J. Sci. Comput..

[4]  Ralph B. D'Agostino,et al.  Goodness-of-Fit-Techniques , 2020 .

[5]  John E. Dennis,et al.  An Adaptive Nonlinear Least-Squares Algorithm , 1977, TOMS.

[6]  P. Hall Theoretical Comparison of Bootstrap Confidence Intervals , 1988 .

[7]  David Collett Modelling Survival Data in Medical Research , 1994 .

[8]  J Carpenter,et al.  Bootstrap confidence intervals: when, which, what? A practical guide for medical statisticians. , 2000, Statistics in medicine.

[9]  E. Kaplan,et al.  Nonparametric Estimation from Incomplete Observations , 1958 .

[10]  S. R. Searle Linear Models , 1971 .

[11]  Noël Veraverbeke Bootstrapping in Survival Analysis , 1997 .

[12]  Alan D. Hutson,et al.  The exponentiated weibull family: some properties and a flood data application , 1996 .

[13]  Ping Ji,et al.  Models involving two inverse Weibull distributions , 2001, Reliab. Eng. Syst. Saf..

[14]  D. Collett Modelling survival data , 1994 .

[15]  R. L. Prentice,et al.  Exponential survivals with censoring and explanatory variables , 1973 .

[16]  William Q. Meeker,et al.  Parametric Simultaneous Confidence Bands for Cumulative Distributions From Censored Data , 2001, Technometrics.

[17]  S. T. Buckland,et al.  An Introduction to the Bootstrap. , 1994 .

[18]  John M. Chambers,et al.  Graphical Methods for Data Analysis , 1983 .

[19]  J. Klein,et al.  Survival Analysis: Techniques for Censored and Truncated Data , 1997 .

[20]  S. Bennett,et al.  Log‐Logistic Regression Models for Survival Data , 1983 .

[21]  Jorge J. Moré,et al.  Computing a Trust Region Step , 1983 .

[22]  Beat Kleiner,et al.  Graphical Methods for Data Analysis , 1983 .

[23]  Brian D. Ripley,et al.  Stochastic Simulation , 2005 .

[24]  Jerald F. Lawless,et al.  Statistical Models and Methods for Lifetime Data. , 1983 .

[25]  J. Lawless Statistical Models and Methods for Lifetime Data , 2002 .