Consistency of the Semi-parametric MLE in Linear Regression Models with Interval-censored Data

摘要

Consider the model Y= β'X + ε. Let F_0 be the unknown cumulative distribution function of the random variable ε. Consistency of the semi-parametric Maximum likelihood estimator of (β, F_0), denoted by (β, F), has not been established under any interval censorship (IC) model. We prove in this paper that β is consistent under the mixed case IC model and some mild assumptions.