LAUSR

The additive hazards model is one of the most popular regression models for analyzing failure time data, especially when one is interested in the excess risk or risk difference. Although a couple of methods have been developed in the literature for regression analysis of interval-censored data, a general type of failure time data, they may be complicated or inefficient. Corresponding to this, we present a new maximum likelihood estimation procedure based on the sieve approach and in particular, develop an EM algorithm that involves a two-stage data augmentation with the use of Poisson latent variables. The method can be easily implemented and the asymptotic properties of the proposed estimators are established. A simulation study is conducted to assess the performance of the proposed method and indicates that it works well for practical situations. Also the method is applied to a set of interval-censored data from an AIDS cohort study.