Efficient Estimation for Semiparametric Structural Equation Models With Censored Data

J Am Stat Assoc. 2018;113(522):893-905. doi: 10.1080/01621459.2017.1299626. Epub 2018 Jun 6.

Abstract

Structural equation modeling is commonly used to capture complex structures of relationships among multiple variables, both latent and observed. We propose a general class of structural equation models with a semiparametric component for potentially censored survival times. We consider nonparametric maximum likelihood estimation and devise a combined Expectation-Maximization and Newton-Raphson algorithm for its implementation. We establish conditions for model identifiability and prove the consistency, asymptotic normality, and semiparametric efficiency of the estimators. Finally, we demonstrate the satisfactory performance of the proposed methods through simulation studies and provide an application to a motivating cancer study that contains a variety of genomic variables. Supplementary materials for this article are available online.

Keywords: Integrative analysis; Joint modeling; Latent variables; Model identifiability; Nonparametric maximum likelihood estimation; Survival analysis.