Facultade de Fisioterapia

Presmoothing the Aalen-Johansen estimator in the illness-death model

de Uña-Álvarez, Jacobo; Moreira, Ana; Meira-Machado, Luis P.
Abstract:
One major goal in clinical applications of multi-state models is the estimation of transition probabilities. The usual nonparametric estimator of the transition matrix for non-homogeneous Markov processes is the Aalen-Johansen estimator (Aalen and Johansen 1978 [1]). In this paper we propose a modification of the Aalen-Johansen estimator in the illness-death model based on presmoothing. The consistency of the proposed estimators is formally established. Simulations show that the presmoothed estimators may be much more efficient than the Aalen-Johansen estimator. A real data illustration is included.
Year:
2013
Type of Publication:
Article
Keywords:
Aalen Johansen; Kaplan Meier; Markov condition; multi state models; semiparametric censorship
Journal:
Electronic Journal of Statistics
Volume:
7
Pages:
1491-1516
Month:
January
DOI:
http://dx.doi.org/10.1214/13-EJS816
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