Abstract

Abstract Nonparametric maximum likelihood estimation of the probability of failing from a particular cause by time t in the presence of other acting causes (i.e., the cause-specific failure probability) is discussed. A commonly used incorrect approach is to take 1 minus the Kaplan-Meier (KM) estimator (1 – KM), whereby patients who fail of extraneous causes are treated as censored observations. Examples showing the extent of bias in using the 1-KM approach are presented using clinical oncology data. This bias can be quite large if the data are uncensored or if a large percentage of patients fail from extraneous causes prior to the occurrence of failures from the cause of interest. Each cause-specific failure probability is mathematically defined as a function of all of the cause-specific hazards. Therefore, nonparametric estimates of the cause-specific failure probabilities may not be able to identify categorized covariate effects on the cause-specific hazards. These effects would be correctly identified ...

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