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Maximum likelihood estimation for survey data with informative interval censoring

Angelov, Angel G. (author)
Umeå universitet,Statistik
Ekström, Magnus, 1966- (author)
Umeå universitet,Statistik
 (creator_code:org_t)
2018-07-17
2019
English.
In: AStA Advances in Statistical Analysis. - : Springer. - 1863-8171 .- 1863-818X. ; 103:2, s. 217-236
  • Journal article (peer-reviewed)
Abstract Subject headings
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  • Interval-censored data may arise in questionnaire surveys when, instead of being asked to provide an exact value, respondents are free to answer with any interval without having pre-specified ranges. In this context, the assumption of noninformative censoring is violated, and thus, the standard methods for interval-censored data are not appropriate. This paper explores two schemes for data collection and deals with the problem of estimation of the underlying distribution function, assuming that it belongs to a parametric family. The consistency and asymptotic normality of a proposed maximum likelihood estimator are proven. A bootstrap procedure that can be used for constructing confidence intervals is considered, and its asymptotic validity is shown. A simulation study investigates the performance of the suggested methods.

Subject headings

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Keyword

Informative interval censoring
Maximum likelihood
Parametric estimation
Questionnaire surveys
Self-selected intervals

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