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Inverse Probability of Censoring Weighted Estimates of Kendall's τ for Gap Time Analyses



Summary In life history studies, interest often lies in the analysis of the interevent, or gap times and the association between event times. Gap time analyses are challenging however, even when the length of follow-up is determined independently of the event process, because associations between gap times induce dependent censoring for second and subsequent gap times. This article discusses nonparametric estimation of the association between consecutive gap times based on Kendall's τ in the presence of this type of dependent censoring. A nonparametric estimator that uses inverse probability of censoring weights is provided. Estimates of conditional gap time distributions can be obtained following specification of a particular copula function. Simulation studies show the estimator performs well and compares favorably with an alternative estimator. Generalizations to a piecewise constant Clayton copula are given. Several simulation studies and illustrations with real data sets are also provided.