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

Consider the model "Y"&equals;"&bgr;"-super-′<b>X</b>&plus;"&epsi;". Let "F"₀ be the unknown cumulative distribution function of the random variable "&epsi;". Consistency of the semi-parametric Maximum likelihood estimator of ("&bgr;","F"₀), denoted by <formula format="inline"><file name="sjos_491_mu1.gif" type="gif" /></formula>, has not been established under any interval censorship (IC) model. We prove in this paper that <formula format="inline"><file name="sjos_491_mu2.gif" type="gif" /></formula> is consistent under the mixed case IC model and some mild assumptions. Copyright 2006 Board of the Foundation of the Scandinavian Journal of Statistics..