On semiparametric modelling, estimation and inference for survival data subject to dependent censoring

• 成果类型: Article
• 署名作者: Deresa, N. W.; Van Keilegom, I
• 署名单位: KU Leuven
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asaa095
• 发表日期: 2021
• 页码: 965979
• 关键词: copula-graphic estimator; transformation models; competing risks; Identifiability; likelihood

摘要

When modelling survival data, it is common to assume that the survival time T is conditionally independent of the censoring time C given a set of covariates. However, there are numerous situations in which this assumption is not realistic. The goal of this paper is therefore to develop a semiparametric normal transformation model which assumes that, after a proper nonparametric monotone transformation, the vector (T, C) follows a linear model, and the vector of errors in this bivariate linear model follows a standard bivariate normal distribution with a possibly nondiagonal covariance matrix. We showthat this semiparametric model is identifiable, and propose estimators of the nonparametric transformation, the regression coefficients and the correlation between the error terms. It is shown that the estimators of the model parameters and the transformation are consistent and asymptotically normal. We also assess the finite-sample performance of the proposed method by comparing it with an estimation method under a fully parametric model. Finally, our method is illustrated using data from the AIDS Clinical Trial Group 175 study.