Authors: Moodie, F.¹; Prentice, Ross²

Source: Lifetime Data Analysis, Volume 11, Number 3, September 2005 , pp. 291-307(17)

Publisher: Springer

Abstract:

We recently proposed a representation of the bivariate survivor function as a mapping of the hazard function for truncated failure time variates. The representation led to a class of estimators that includes van der Laan’s repaired nonparametric maximum likelihood estimator (NPMLE) as an important special case. We proposed a Greenwood-like variance estimator for the repaired NPMLE but found somewhat poor agreement between the empirical variance estimates and these analytic estimates for the sample sizes and bandwidths considered in our simulation study. The simulation results also confirmed those of others in showing slightly inferior performance for the repaired NPMLE compared to other competing estimators as well as a sensitivity to bandwidth choice in moderate sized samples. Despite its attractive asymptotic properties, the repaired NPMLE has drawbacks that hinder its practical application. This paper presents a modification of the repaired NPMLE that improves its performance in moderate sized samples and renders it less sensitive to the choice of bandwidth. Along with this modified estimator, more extensive simulation studies of the repaired NPMLE and Greenwood-like variance estimates are presented. The methods are then applied to a real data example.

Keywords: bivariate survival analysis; nonparametric estimation; censored data; maximum likelihood

Document Type: Research article

DOI: http://dx.doi.org/10.1007/s10985-005-2964-9

Affiliations: 1: Division of Public Health Sciences, 011011011011011011011011Fred Hutchinson Cancer Research Center, Seattle, 011011011011011011011011011WA, 01101101101101101101101101198109, 011011011011011011011011011USA, Email: zoe@scharp.org 2: Division of Public Health Sciences, 011011011011011011011011Fred Hutchinson Cancer Research Center, Seattle, 011011011011011011011011011WA, 01101101101101101101101101198109, 011011011011011011011011011USA,

Publication date: 2005-09-01

Related content

• In this: publication
• By this: publisher
• In this Subject: Biology ,  Mathematics and Statistics
• By this author: Moodie, F. ;  Prentice, Ross

Website © Publishing Technology. Article copyright remains with the publisher, society or author(s) as specified within the article.

• Terms and conditions
• Privacy policy
• Information for advertisers