Regression Analysis of Right-censored Failure Time Data with Missing Censoring Indicators

作     者：Ping Chen Ren He Jun-shan Shen Jian-guo Sun 

作者机构：Department of Statistics University of Missouri 146 Middlebush Hall Columbia MO 65211 U.S.A. School of Mathematical Sciences Peking University Beijing 100871 China 

出 版 物：《Acta Mathematicae Applicatae Sinica》 (应用数学学报（英文版）)

年 卷 期：2009年第25卷第3期

页      面：415-426页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

主　　题：Efficient estimation em algorithm incomplete data missing at random Proportional hazards model 

摘      要：This paper discusses regression analysis of right-censored failure time data when censoring indicators are missing for some subjects. Several methods have been developed for the analysis under different situations and especially, Goetghebeur and Ryan considered the situation where both the failure time and the censoring time follow the proportional hazards models marginally and developed an estimating equation approach. One limitation of their approach is that the two baseline hazard functions were assumed to be proportional to each other. We consider the same problem and present an efficient estimation procedure for regression parameters that does not require the proportionality assumption. An EM algorithm is developed and the method is evaluated by a simulation study, which indicates that the proposed methodology performs well for practical situations. An illustrative example is provided.