Abstract
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.
Citation
Ana Moreira. Jacobo de Uña-Álvarez. Luís Machado. "Presmoothing the Aalen-Johansen estimator in the illness-death model." Electron. J. Statist. 7 1491 - 1516, 2013. https://doi.org/10.1214/13-EJS816
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