Estimating the population survival function using additional information recorded over time: a filter based approach
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Estimating the population survival function using additional information recorded over time: a filter based approach. / Martinussen, Torben; Scheike, Thomas.
In: Scandinavian Journal of Statistics, Vol. 25, No. 4, 1998, p. 621.Research output: Contribution to journal › Journal article › Research › peer-review
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TY - JOUR
T1 - Estimating the population survival function using additional information recorded over time: a filter based approach
AU - Martinussen, Torben
AU - Scheike, Thomas
PY - 1998
Y1 - 1998
N2 - Survival studies often collect information about covariates. If these covariates are believed to contain information about the life-times, they may be considered when estimating the underlying life-time distribution. We propose a non-parametric estimator which uses the recorded information about the covariates. Various forms of incomplete data, e.g.. right-censored data, are allowed. The estimator is the conditional mean of the true empirical survival function given the observed history, and it Is derived using a general filtering formula. Feng & Kurtz (1994) showed that the estimator is the Kaplan-Meier estimator in the case of right-censoring when using the observed life-times and censoring-times as the observed history. We take the same approach as Feng & Kurtz (1994) but in addition we incorporate the recorded information about the covariates in the observed history. Two models are considered and in both cases the Kaplan-Meier estimator is a special case of the estimator. In a simulation study the estimator is compared with the Kaplan-Meier estimator in small samples.
AB - Survival studies often collect information about covariates. If these covariates are believed to contain information about the life-times, they may be considered when estimating the underlying life-time distribution. We propose a non-parametric estimator which uses the recorded information about the covariates. Various forms of incomplete data, e.g.. right-censored data, are allowed. The estimator is the conditional mean of the true empirical survival function given the observed history, and it Is derived using a general filtering formula. Feng & Kurtz (1994) showed that the estimator is the Kaplan-Meier estimator in the case of right-censoring when using the observed life-times and censoring-times as the observed history. We take the same approach as Feng & Kurtz (1994) but in addition we incorporate the recorded information about the covariates in the observed history. Two models are considered and in both cases the Kaplan-Meier estimator is a special case of the estimator. In a simulation study the estimator is compared with the Kaplan-Meier estimator in small samples.
M3 - Journal article
VL - 25
SP - 621
JO - Scandinavian Journal of Statistics
JF - Scandinavian Journal of Statistics
SN - 0303-6898
IS - 4
ER -
ID: 33071854