Abstract
We consider the conditional estimation of the survival function of the time T2 to a second event as a function of the time T1 to a first event when there is a censoring mechanism acting on their sum T1+T2. The problem has been motivated by a treatment interruption study aimed at improving the quality of life of HIV-infected patients. We base the analysis on the survival function of T2 given that T1∈I, where I represents a period of scientific interest (1 trimester, 1 year, 2 years, etc.) and propose a non-parametric estimator for the survival function of T2 given that T1∈I, which takes into account both the selection bias and the heterogeneity due to the dependent censoring. The proposed estimator for the survival function uses the risk group of T2 conditioned on the categories of T1 and corrects for the dependent censoring using weights defined by the observed values of T1. The estimator, properly normalized, converges weakly to a zero-mean Gaussian process. We estimate the variance of the limiting process via a bootstrap methodology. Properties of the proposed estimator are illustrated by an extensive simulation study. The motivating data set is analysed by means of this new methodology.
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Acknowledgements
This work has partially been supported by grant MTM2008–06747–C02-01 from the Ministerio de Ciencia y Tecnología. Authors are indebted to the GRASS group for fruitful discussions and to the Fundació Lluita contra la SIDA for providing the data set and, in particular, to Lidia Ruiz for her contributions in the initial steps of this work. Authors also thank the constructive comments of the reviewers.