Quantile Regression for Competing Risks Data with Missing Cause of Failure.

Quantile Regression for Competing Risks Data with Missing Cause of Failure.
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DOI:
10.5705/ss.2010.093
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发表时间:
2012-04-01
期刊:
影响因子:
1.4
通讯作者:
Gilbert PB
Gilbert PB
中科院分区:
数学3区
文献类型:
--
作者:
Sun Y;Wang HJ;Gilbert PB

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This paper considers generalized linear quantile regression for competing risks data when the failure type may be missing. Two estimation procedures for the regression co-efficients, including an inverse probability weighted complete-case estimator and an augmented inverse probability weighted estimator, are discussed under the assumption that the failure type is missing at random. The proposed estimation procedures utilize supplemental auxiliary variables for predicting the missing failure type and for informing its distribution. The asymptotic properties of the two estimators are derived and their asymptotic efficiencies are compared. We show that the augmented estimator is more efficient and possesses a double robustness property against misspecification of either the model for missingness or for the failure type. The asymptotic covariances are estimated using the local functional linearity of the estimating functions. The finite sample performance of the proposed estimation procedures are evaluated through a simulation study. The methods are applied to analyze the ‘Mashi’ trial data for investigating the effect of formula-versus breast-feeding plus extended infant zidovudine prophylaxis on HIV-related death of infants born to HIV-infected mothers in Botswana.
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