Abstract
Survival studies often collect information about covariates. If these
covariates are believed to contain information about the life-times,
they may be considered when estimating the underlying life-time
distribution. We propose a non-parametric estimator which uses the
recorded information about the covariates. Various forms of incomplete
data, e.g.. right-censored data, are allowed. The estimator is the
conditional mean of the true empirical survival function given the
observed history, and it Is derived using a general filtering formula.
Feng & Kurtz (1994) showed that the estimator is the Kaplan-Meier
estimator in the case of right-censoring when using the observed
life-times and censoring-times as the observed history. We take the
same approach as Feng & Kurtz (1994) but in addition we incorporate the
recorded information about the covariates in the observed history. Two
models are considered and in both cases the Kaplan-Meier estimator is a
special case of the estimator. In a simulation study the estimator is
compared with the Kaplan-Meier estimator in small samples.
covariates are believed to contain information about the life-times,
they may be considered when estimating the underlying life-time
distribution. We propose a non-parametric estimator which uses the
recorded information about the covariates. Various forms of incomplete
data, e.g.. right-censored data, are allowed. The estimator is the
conditional mean of the true empirical survival function given the
observed history, and it Is derived using a general filtering formula.
Feng & Kurtz (1994) showed that the estimator is the Kaplan-Meier
estimator in the case of right-censoring when using the observed
life-times and censoring-times as the observed history. We take the
same approach as Feng & Kurtz (1994) but in addition we incorporate the
recorded information about the covariates in the observed history. Two
models are considered and in both cases the Kaplan-Meier estimator is a
special case of the estimator. In a simulation study the estimator is
compared with the Kaplan-Meier estimator in small samples.
Original language | English |
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Journal | Scandinavian Journal of Statistics |
Volume | 25 |
Issue number | 4 |
Pages (from-to) | 621 |
Number of pages | 635 |
ISSN | 0303-6898 |
Publication status | Published - 1998 |
Externally published | Yes |