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In clinical studies, when censoring is caused by competing risks or patient withdrawal, there is always a concern about the validity of treatment effect estimates that are obtained under the assumption of independent censoring. Because dependent censoring is nonidentifiable without additional information, the best we can do is a sensitivity analysis to assess the changes of parameter estimates under different assumptions about the association between failure and censoring. This analysis is especially useful when knowledge about such association is available through literature review or expert opinions. In a regression analysis setting, the consequences of falsely assuming independent censoring on parameter estimates are not clear. Neither the direction nor the magnitude of the potential bias can be easily predicted. We provide an approach to do sensitivity analysis for the widely used Cox proportional hazards models. The joint distribution of the failure and censoring times is assumed to be a function of their marginal distributions. This function is called a copula. Under this assumption, we propose an iteration algorithm to estimate the regression parameters and marginal survival functions. Simulation studies show that this algorithm works well. We apply the proposed sensitivity analysis approach to the data from an AIDS clinical trial in which 27% of the patients withdrew due to toxicity or at the request of the patient or investigator.

Chain‐of‐events data are longitudinal observations on a succession of events that can only occur in a prescribed order. One goal in an analysis of this type of data is to determine the distribution of times between the successive events. This is difficult when individuals are observed periodically rather than continuously because the event times are then interval censored. Chain‐of‐events data may also be subject to truncation when individuals can only be observed if a certain event in the chain (e.g., the final event) has occurred. We provide a nonparametric approach to estimate the distributions of times between successive events in discrete time for data such as these under the semi‐Markov assumption that the times between events are independent. This method uses a self‐consistency algorithm that extends Turnbull's algorithm (1976, Journal of the Royal Statistical Society, Series B38, 290–295). The quantities required to carry out the algorithm can be calculated recursively for improved computational efficiency. Two examples using data from studies involving HIV disease are used to illustrate our methods.

Middle censoring introduced by Jammalamadaka and Mangalam (2003), refers to data arising in situations where the exact lifetime becomes unobservable if it falls within a random censoring interval, otherwise it is observable. In the present paper we propose a semi-parametric regression model for such lifetime data, arising from an unknown population and subject to middle censoring. We provide an algorithm to find the nonparametric maximum likelihood estimator (NPMLE) for regression parameters and the survival function. The consistency of the estimators are established. We report simulation studies to assess the finite sample properties of the estimators. We then analyze a real life data on survival times for diabetic patients studied by Lee et al. (1988).

Simple nonparametric estimates of the conditional distribution of a response variable given a covariate are often useful for data exploration purposes or to help with the specification or validation of a parametric or semi-parametric regression model. In this paper we propose such an estimator in the case where the response variable is interval-censored and the covariate is continuous. Our approach consists in adding weights that depend on the covariate value in the self-consistency equation proposed by Turnbull (J R Stat Soc Ser B 38:290–295, 1976), which results in an estimator that is no more difficult to implement than Turnbull’s estimator itself. We show the convergence of our algorithm and that our estimator reduces to the generalized Kaplan–Meier estimator (Beran, Nonparametric regression with randomly censored survival data, 1981) when the data are either complete or right-censored. We demonstrate by simulation that the estimator, bootstrap variance estimation and bandwidth selection (by rule of thumb or cross-validation) all perform well in finite samples. We illustrate the method by applying it to a dataset from a study on the incidence of HIV in a group of female sex workers from Kinshasa.

Suppose that when a unit operates in a certain environment, its lifetime has distribution G, and when the unit operates in another environment, its lifetime has a different distribution, say F. Moreover, suppose the unit is operated for a certain period of time in the first environment and is then transferred to the second environment. Thus we observe a censored lifetime in the first environment and a failure time of a \"used\" unit in the second environment. We propose an EM algorithm approach for obtaining a self-consistent estimator of F using observations from both environments. The case where failure times are subject to right censoring is considered as well. We also establish the maximum likelihood estimator of F when the unit is repairable. Application and simulation studies are presented to illustrate the methods derived.

Kaplan and Meier (1958) derived the nonparametric maximum likelihood estimator of the survival function for the case in which some survival times are right-censored. Efron (1967) proposed a redistribution-of-mass construction of the Kaplan-Meier estimator that emphasized and illustrated the contribution of the censored observations. This article presents an alternative construction that, unlike Efron's method, redistributes the mass initially associated with each censored observation directly to the uncensored observations. The proposed construction avoids distributing a given mass more than once and provides additional insight into the nature of the Kaplan-Meier estimator.

Patilea and Rolin ( Ann Stat 34(2):925–938, 2006) proposed a product-limit estimator of the survival function for twice censored data. In this article, based on a modified self-consistent (MSC) approach, we propose an alternative estimator, the MSC estimator. The asymptotic properties of the MSC estimator are derived. A simulation study is conducted to compare the performance between the two estimators. Simulation results indicate that the MSC estimator outperforms the product-limit estimator and its advantage over the product-limit estimator can be very significant when right censoring is heavy.

We discuss the variance estimation for the nonparametric distribution estimator for doubly censored data. We first provide another view of Kuhn–Tucker’s conditions to construct the profile likelihood, and lead a Newton–Raphson algorithm as an optimization technique unlike the EM algorithm. The main proposal is an iteration-free Wald-type variance estimate based on the chain rule of differentiating conditions to construct the profile likelihood, which generalizes the variance formula in only right- or left-censored data. In this estimation procedure, we overcome some difficulties caused in directly applying Turnbull’s formula to large samples and avoid a load with computationally heavy iterations, such as solving the Fredholm equations, computing the profile likelihood ratio or using the bootstrap. Also, we establish the consistency of the formulated Wald-type variance estimator. In addition, simulation studies are performed to investigate the properties of the Wald-type variance estimates in finite samples in comparison with those from the profile likelihood ratio.

The self-consistent estimator is commonly used for estimating a survival function with interval-censored data. Recent studies on interval censoring have focused on case 2 interval censoring, which does not involve exact observations, and double censoring, which involves only exact, right-censored or left-censored observations. In this paper, we consider an interval censoring scheme that involves exact, left-censored, right-censored and strictly interval-censored observations. Under this censoring scheme, we prove that the self-consistent estimator is strongly consistent under certain regularity conditions.