Presmoothing the transition probabilities in the illness-death model

Ana Paula Amorim, Jacobo de Uña-Álvarez and Luís Meira-Machado

Statistics & Probability Letters, 2011, vol. 81, issue 7, 797-806

Abstract: One major goal in clinical applications of multi-state models is the estimation of transition probabilities. In a recent paper, Meira-Machado et al. (2006) introduce a substitute for the Aalen-Johansen estimator in the case of a non-Markov illness-death model. The idea behind their estimator is to weight the data by the Kaplan-Meier weights pertaining to the distribution of the total survival time of the process. In this paper we propose a modification of Meira-Machado et al. (2006) estimator based on presmoothing. Consistency is established. We investigate the finite sample performance of the new estimator through simulations. Data from a study on colon cancer are used for illustration purposes.

Keywords: Kaplan-Meier; Markov; condition; Multi-state; models; Semiparametric; censorship (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (3)

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