Presmoothing the Aalen-Johansen estimator in the illness-death model
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 modif...
| Main Author: | |
|---|---|
| Other Authors: | , |
| Format: | article |
| Language: | eng |
| Published: |
2013
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/1822/25803 |
| Country: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/25803 |
| Summary: | 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. |
|---|