We develop an approach, based on multiple imputation, that estimates the marginal survival distribution in survival analysis using auxiliary variable to recover information for censored observations. To conduct the imputation, we use two working survival model to define the nearest neighbor imputing risk set. One model is for the event times and the other for the censoring times. Based on the imputing risk set, two nonparametric multiple imputation methods are considered: risk set imputation, and Kaplan-Meier estimator. For both methods a future event or censoring time is imputed for each censored observation. With a categorical auxiliary variable, we show that with a large number of imputes the estimates from the Kaplan-Meier imputation method correspond to the weighted Kaplan-Meier estimator. We also show that the Kaplan-Meier imputation method is robust to misspecification of either one of the two working models. In a simulation study with the time independent and time dependent auxiliary variables, we compare the multiple imputation approaches with an inverse probability of censoring weighted method. We show that all approaches can reduce bias due to dependent censoring and improve the efficiency. We apply the approaches to AIDS clinical trial data comparing ZDV and placebo, in which CD4 count is the time-dependent auxiliary variable.
Categorical Data Analysis | Numerical Analysis and Computation | Survival Analysis
Hsu, Chiu-Hsieh; Taylor, Jeremy; Murray, Susan; and Commenges, Daniel, "Survival Analysis Using Auxiliary Variables Via Nonparametric Multiple Imputation" (November 2004). The University of Michigan Department of Biostatistics Working Paper Series. Working Paper 27.
Nov 24 2004
February 11, 2004 (withdrawn)
Categorical Data Analysis Commons, Numerical Analysis and Computation Commons, Survival Analysis Commons