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On estimation of frequency data with censored observations
Authors:Shailendra S. Menjoge
Abstract:The problem of the estimation of mean frequency of events in the presence of censoring is important in assessing the efficacy, safety and cost of therapies. The mean frequency is typically estimated by dividing the total number of events by the total number of patients under study. This method, referred to in this paper as the ‘naïve estimator’, ignores the censoring. Other approaches available for this problem require many assumptions that are rarely acceptable. These include the assumption of independence, constant hazard rate over time and other similar distributional assumptions. In this paper a simple non‐parametric estimator based on the sum of the products of Kaplan–Meier estimators is proposed as an estimator of mean frequency, and its approximate variance and standard error are derived. An illustration is provided to show the derivation of the proposed estimator. Although the clinical trial setting is used in this paper, the problem has applications in other areas where survival analysis is used and recurrent events are studied. Copyright © 2003 John Wiley & Sons, Ltd.
Keywords:frequency data  Kaplan–  Meier estimator  missing data  random censoring
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