Sieve estimation in a Markov illness-death process under dual censoring
Cook, Richard J.
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Semiparametric methods are well-established for the analysis of a progressive Markov illness-death process observed up to a noninformative right censoring time. However often the intermediate and terminal events are censored in different ways, leading to a dual censoring scheme. In such settings unbiased estimation of the cumulative transition intensity functions cannot be achieved without some degree of smoothing. To overcome this problem we develop a sieve maximum likelihood approach for inference on the hazard ratio. A simulation study shows that the sieve estimator offers improved finite-sample performance over common imputation-based alternatives and is robust to some forms of dependent censoring. The proposed method is illustrated using data from cancer trials.