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May 2018 Missing Information Principle: A Unified Approach for General Truncated and Censored Survival Data Problems
Yifei Sun, Jing Qin, Chiung-Yu Huang
Statist. Sci. 33(2): 261-276 (May 2018). DOI: 10.1214/17-STS638


It is well known that truncated survival data are subject to sampling bias, where the sampling weight depends on the underlying truncation time distribution. Recently, there has been a rising interest in developing methods to better exploit the information about the truncation time, thus the sampling weight function, to obtain more efficient estimation. In this paper, we propose to treat truncation and censoring as “missing data mechanism” and apply the missing information principle to develop a unified framework for analyzing left-truncated and right-censored data with unspecified or known truncation time distributions. Our framework is structured in a way that is easy to understand and enjoys a great flexibility for handling different types of models. Moreover, a new test for checking the independence between the underlying truncation time and survival time is derived along the same line. The proposed hypothesis testing procedure utilizes all observed data and hence can yield a much higher power than the conditional Kendall’s tau test that only involves comparable pairs of observations under truncation. Simulation studies with practical sample sizes are conducted to compare the performance of the proposed method with its competitors. The proposed methodologies are applied to a dementia study and a nursing house study for illustration.


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Yifei Sun. Jing Qin. Chiung-Yu Huang. "Missing Information Principle: A Unified Approach for General Truncated and Censored Survival Data Problems." Statist. Sci. 33 (2) 261 - 276, May 2018.


Published: May 2018
First available in Project Euclid: 3 May 2018

zbMATH: 1397.62376
MathSciNet: MR3797713
Digital Object Identifier: 10.1214/17-STS638

Rights: Copyright © 2018 Institute of Mathematical Statistics


Vol.33 • No. 2 • May 2018
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