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On the assumption of independent right censoring

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  • Morten Overgaard
  • Stefan Nygaard Hansen

Abstract

Various assumptions on a right‐censoring mechanism to ensure consistency of the Kaplan–Meier and Aalen–Johansen estimators in a competing risks setting are studied. Specifically, eight different assumptions are seen to fall in two categories: a weaker identifiability assumption, which is the weakest possible assumption in a precise sense, and a stronger representativity assumption which ensures the existence of an independent censoring time. When a given censoring time is considered, similar assumptions can be made on the censoring time. This allows for a characterization of so‐called pointwise independence as well as full independence of censoring time and event time and type. Examples illustrate how the various assumptions differ.

Suggested Citation

  • Morten Overgaard & Stefan Nygaard Hansen, 2021. "On the assumption of independent right censoring," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(4), pages 1234-1255, December.
    • Handle: RePEc:bla:scjsta:v:48:y:2021:i:4:p:1234-1255
    DOI: 10.1111/sjos.12487
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    References listed on IDEAS

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    1. Geert Molenberghs & Caroline Beunckens & Cristina Sotto & Michael G. Kenward, 2008. "Every missingness not at random model has a missingness at random counterpart with equal fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(2), pages 371-388, April.
    2. Nader Ebrahimi, 2003. "Identifiability and censored data," Biometrika, Biometrika Trust, vol. 90(3), pages 724-727, September.
    3. R.D. Gill, 1980. "Censoring and Stochastic Integrals," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 34(2), pages 124-124, June.
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    Cited by:

    1. Jasmin Rühl & Jan Beyersmann & Sarah Friedrich, 2023. "General independent censoring in event‐driven trials with staggered entry," Biometrics, The International Biometric Society, vol. 79(3), pages 1737-1748, September.

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