Bootstrapping Aalen-Johansen processes for competing risks: handicaps, solutions, and limitations

DOI10.1214/14-EJS972zbMATH Open1309.62079arXiv1401.7801MaRDI QIDQ485928FDOQ485928

Authors: Dennis Dobler, Markus Pauly 

Publication date: 14 January 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: Statistical inference in competing risks models is often based on the famous Aalen-Johansen estimator. Since the corresponding limit process lacks independent increments, it is typically applied together with Lin's (1997) resampling technique involving standard normal multipliers. Recently, it has been seen that this approach can be interpreted as a wild bootstrap technique and that other multipliers, as e.g. centered Poissons, may lead to better finite sample performances, see Beyersmann et al. (2013). Since the latter is closely related to Efron's classical bootstrap, the question arises whether this or more general weighted bootstrap versions of Aalen-Johansen processes lead to valid results. Here we analyze their asymptotic behaviour and it turns out that such weighted bootstrap versions in general possess the wrong covariance structure in the limit. However, we explain that the weighted bootstrap can nevertheless be applied for specific null hypotheses of interest and also discuss its limitations for statistical inference. To this end, we introduce different consistent weighted bootstrap tests for the null hypothesis of stochastically ordered cumulative incidence functions and compare their finite sample performance in a simulation study.

Full work available at URL: https://arxiv.org/abs/1401.7801

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zbMATH Keywords

bootstrapright-censoringleft-truncationAalen-Johansen estimatorcompeting riskcumulative incidence functioncounting processesweighted bootstrap

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09) Markov processes: hypothesis testing (62M02) Testing in survival analysis and censored data (62N03)

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Cited In (10)

• Weak convergence of the wild bootstrap for the Aalen-Johansen estimator of the cumulative incidence function of a competing risk
• Dynamic inference in general nested case‐control designs
• A note on nonparametric quantile inference for competing risks and more complex multistate models
• Confidence interval estimation for the changepoint of treatment stratification in the presence of a qualitative covariate-treatment interaction
• A wild bootstrap approach for the Aalen-Johansen estimator
• Asymptotic properties of resampling-based processes for the average treatment effect in observational studies with competing risks
• The wild bootstrap for multivariate Nelson-Aalen estimators
• Wild bootstrap logrank tests with broader power functions for testing superiority
• A wild bootstrap approach for nonparametric repeated measurements
• CASANOVA: Permutation inference in factorial survival designs

Uses Software

• timereg

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