Advanced Search
MyIDEAS: Login to save this paper or follow this series

An Approximate Likelihood Procedure for Competing Risks Data

Contents:

Author Info

  • Suzukawa, Akio
Registered author(s):

    Abstract

    Parametric estimation of cause-specific hazard functions in a competing risks model is considered. An approximate likelihood procedure for estimating parameters of cause-specific hazard functions based on competing risks data subject to right censoring is proposed. In an assumed parametric model that may have been misspecified, an estimator of a parameter is said to be consistent if it converges in probability to the pseudo-true value of the parameter as the sample size becomes large. Under censorship, the ordinary maximum likelihood method does not necessarily give consistent estimators. The proposed approximate likelihood procedure is consistent even if the parametric model is misspecified. An asymptotic distribution of the approximate maximum likelihood estimator is obtained, and the efficiency of the estimator is discussed. Datasets from a simulation experiment, an electrical appliance test and a pneumatic tire test are used to illustrate the procedure.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://hdl.handle.net/2115/44284
    Download Restriction: no

    File URL: http://eprints.lib.hokudai.ac.jp/dspace/bitstream/2115/44284/1/DPA231.pdf
    Download Restriction: no

    Bibliographic Info

    Paper provided by Graduate School of Economics and Business Administration, Hokkaido University in its series Discussion paper series. A with number 231.

    as in new window
    Length: 22 pages
    Date of creation: Nov 2010
    Date of revision:
    Handle: RePEc:hok:dpaper:231

    Contact details of provider:
    Postal: Kita 9, Nishi 7, Kita-ku, Sapporo, 060-0809
    Phone: +81 (0)11-706-3163
    Fax: +81 (0)11-706-4947
    Web page: http://www.econ.hokudai.ac.jp/en08/
    More information through EDIRC

    Related research

    Keywords: Aalen-Johansen estimator; cause-specific cumulative incidence function; Censored data; Kaplan-Meier estimator;

    This paper has been announced in the following NEP Reports:

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:hok:dpaper:231. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Hokkaido University Library).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.