Two estimators of the mean of a counting process with panel count data

We study two estimators of the mean function of a counting process based on "panel count data." The setting for "panel count data" is one in which n i ndependent subjects, each with a counting process with common mean function , are observed at several possibly different times during a study. Followin g a model proposed by Schick and Yu, we allow the number of observation tim es, and the observation times themselves, to be random variables. Our goal is to estimate the mean function of the counting process. We show that the estimator of the mean function proposed by Sun and Kalbfle isch can be viewed as a pseudo-maximum likelihood estimator when a non-homo geneous Poisson process model is assumed for the counting process. We estab lish consistency of both the nonparametric pseudo maximum likelihood estima tor of Sun and Kalbfleisch and the full maximum likelihood estimator, even if the underlying counting process is not a Poisson process. We also derive the asymptotic distribution of both estimators at a fixed time t, and comp are the resulting theoretical relative efficiency with finite sample relati ve efficiency by way of a limited Monte-Carlo study.