Scandinavian Working Papers in Economics

Discussion Papers on Economics,
University of Southern Denmark, Department of Economics

No 21/2013: Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure

Georgios Effraimidis () and Christian M. Dahl ()
Additional contact information
Georgios Effraimidis: Department of Business and Economics, Postal: University of Southern Denmark, Campusvej 55, DK-5230 Odense M, Denmark
Christian M. Dahl: Department of Business and Economics, Postal: University of Southern Denmark, Campusvej 55, DK-5230 Odense M, Denmark

Abstract: In this paper, we develop a fully nonparametric approach for the estimation of the cumulative incidence function with Missing At Random right-censored competing risks data. We obtain results on the pointwise asymptotic normality as well as the uniform convergence rate of the proposed nonparametric estimator. A simulation study that serves two purposes is provided. First, it illustrates in details how to implement our proposed nonparametric estimator. Secondly, it facilitates a comparison of the nonparametric estimator to a parametric counterpart based on the estimator of Lu and Liang (2008). The simulation results are generally very encouraging.

Keywords: Cumulative incidence function; Inverse probability weighting; Kernel estimation; Local linear estimation; Martingale central limit theorem

JEL-codes: C14; C41

25 pages, December 19, 2013

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