Correcting for non-compliance in randomized trials using rank preserving structural failure time models
- 1 January 1991
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 20 (8) , 2609-2631
- https://doi.org/10.1080/03610929108830654
Abstract
We propose correcting for non-compliance in randomized trials by estimating the parameters of a class of semi-parametric failure time models, the rank preserving structural failure time models, using a class of rank estimators. These models are the structural or strong version of the “accelerated failure time model with time-dependent covariates” of Cox and Oakes (1984). In this paper we develop a large sample theory for these estimators, derive the optimal estimator within this class, and briefly consider the construction of “partially adaptive” estimators whose efficiency may approach that of the optimal estimator. We show that in the absence of censoring the optimal estimator attains the semiparametric efficiency bound for the model.Keywords
This publication has 9 references indexed in Scilit:
- Semiparametric efficiency boundsJournal of Applied Econometrics, 1990
- Estimating Regression Parameters Using Linear Rank Tests for Censored DataThe Annals of Statistics, 1990
- Linear Nonparametric Tests for Comparison of Counting Processes, with Applications to Censored Survival Data, Correspondent PaperInternational Statistical Review, 1982
- Distributions of Maximal Invariants Using Quotient MeasuresThe Annals of Statistics, 1982
- Large Sample Properties of Generalized Method of Moments EstimatorsEconometrica, 1982
- Conditional Independence in Statistical TheoryJournal of the Royal Statistical Society Series B: Statistical Methodology, 1979
- Nonparametric Inference for a Family of Counting ProcessesThe Annals of Statistics, 1978
- Bayesian Inference for Causal Effects: The Role of RandomizationThe Annals of Statistics, 1978
- Nonparametric Estimate of Regression CoefficientsThe Annals of Mathematical Statistics, 1971