title: A consistent NPMLE of the joint distribution function with competing risks data under the dependent masking and right-censoring model.
abstract: Dinse (Biometrics, 38:417-431, 1982) provides a special type of right-censored and masked competing risks data and proposes a non-parametric maximum likelihood estimator (NPMLE) and a pseudo MLE of the joint distribution function [Formula: see text] with such data. However, their asymptotic properties have not been studied so far. Under the extention of either the conditional masking probability (CMP) model or the random partition masking (RPM) model (Yu and Li, J Nonparametr Stat 24:753-764, 2012), we show that (1) Dinse's estimators are consistent if [Formula: see text] takes on finitely many values and each point in the support set of [Formula: see text] can be observed; (2) if the failure time is continuous, the NPMLE is not uniquely determined, and the standard approach (which puts weights only on one element in each observed set) leads to an inconsistent NPMLE; (3) in general, Dinse's estimators are not consistent even under the discrete assumption; (4) we construct a consistent NPMLE. The consistency is given under a new model called dependent masking and right-censoring model. The CMP model and the RPM model are indeed special cases of the new model. We compare our estimator to Dinse's estimators through simulation and real data. Simulation study indicates that the consistent NPMLE is a good approximation to the underlying distribution for moderate sample sizes.
authors.affiliation: Department of Mathematical Sciences, SUNY, Binghamton, NY, 13902, USA. jiali@celgene.com.|Celgene Corporation, 300 Connell Drive, Berkeley Heights, NJ, 07922, USA. jiali@celgene.com.
authors.forename: Jiahui
authors.initials: J
authors.lastname: Li
authors.affiliation: Department of Mathematical Sciences, SUNY, Binghamton, NY, 13902, USA.
authors.forename: Qiqing
authors.initials: Q
authors.lastname: Yu
mesh_terms: D000465:Algorithms; D003198:Computer Simulation; D006801:Humans; D016013:Likelihood Functions; D015233:Models, Statistical; D012306:Risk; D018709:Statistics, Nonparametric
keywords: Competing risks models; Consistency; NPMLE; Right-censorship