Nonparametric estimation of transition probabilities in the non-Markov illness-death model: A comparative study

Biometrics
Jacobo de Uña-Álvarez, Luís Meira-Machado

Abstract

Multi-state models are often used for modeling complex event history data. In these models the estimation of the transition probabilities is of particular interest, since they allow for long-term predictions of the process. These quantities have been traditionally estimated by the Aalen-Johansen estimator, which is consistent if the process is Markov. Several non-Markov estimators have been proposed in the recent literature, and their superiority with respect to the Aalen-Johansen estimator has been proved in situations in which the Markov condition is strongly violated. However, the existing estimators have the drawback of requiring that the support of the censoring distribution contains the support of the lifetime distribution, which is not often the case. In this article, we propose two new methods for estimating the transition probabilities in the progressive illness-death model. Some asymptotic results are derived. The proposed estimators are consistent regardless the Markov condition and the referred assumption about the censoring support. We explore the finite sample behavior of the estimators through simulations. The main conclusion of this piece of research is that the proposed estimators are much more efficient than t...Continue Reading

References

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Sep 5, 2012·The International Journal of Biostatistics·Cristian SpitoniHein Putter
Sep 17, 2013·Biometrical Journal. Biometrische Zeitschrift·Halina FrydmanNiels Keiding

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Citations

Oct 27, 2015·Statistics in Medicine·Mia Klinten Grand, Hein Putter
Feb 27, 2017·Statistics in Medicine·Leyla AzarangJacobo de Uña-Álvarez
Nov 21, 2018·Biometrical Journal. Biometrische Zeitschrift·Luís Meira-Machado, Marta Sestelo
Jun 20, 2019·Biometrical Journal. Biometrische Zeitschrift·Maja von CubeMartin Wolkewitz
May 31, 2018·Statistical Methods in Medical Research·Hein Putter, Cristian Spitoni
May 11, 2021·Statistical Methods in Medical Research·Leyla AzarangUNKNOWN CENSUR working survival group

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