Nonparametric Estimation with Recurrent Event Data.ppt

Recurrent Event Data Talk Nonparametric Estimation with Recurrent Event Data Edsel A. Pena Department of Statistics, USC A Real Recurrent Event Data(Source: Aalen and Husebye (‘91), Statistics in Medicine) Pictorial Representation of Data for a Subject Consider subject #3. K = 3 Inter-Event Times, Tj: 284, 59, 186 Censored Time, t-SK: 4 Calendar Times, Sj: 284, 343, 529 Limit of Observation Period: t = 533 Features of Data Set Random observation period per subject (administrative, time, resource constraints). Length of period: t Event of interest is recurrent. # of events (K) informative about MMC period distribution (F). Last MMC period right-censored by which is informative about F. Calendar times: S1, S2, …, SK. Assumptions and Problem Aalen and Husebye: “Consecutive MMC periods for each individual appear (to be) approximate renewal processes.” Translation: The inter-event times Tij’s are assumed stochastically independent. Problem: Under this IID or renewal assumption, and taking into account the informativeness of K and the right-censoring mechanism, how to estimate the inter-event distribution, F and its parameters (e.g., median). General Form of Data Accrual Observables Relevance and Applicability Recurrent phenomena occur in public health/medical settings. Outbreak of a disease. Hospitalization of a patient. Tumor occurrence. Epileptic seizures. In other settings. Non-life insurance claims. Stock index (e.g., Dow Jones) decreases by at least 6% in a day. Labor strikes. Reliability and engineering. Existing Methods and Their Limitations Consider only the first, possibly right-censored, observation per unit and use the product-limit estimator (PLE). Loss of information Inefficient Ignore the right-censored last observation, and use empirical distribution function (EDF). Leads to bias (“biased sampling”) Estimator inconsistent Review: Complete Data T1, T2, …, Tn IID F(t) = P(T t) In Hazards View Alternative Representations Review: Right-C