Non-parametric estimation of transition probabilities in non-markov multi-state model: The landmark Aalen-Johansen Estimator

Abstract

The topic non-parametric estimation of transition probabilities in non-Markov multi-state models has seen a remarkable surge of activity recently. Two recent papers have used the idea of subsampling in this context. The first paper, by de Uña Álvarez and Meira-Machado, uses a procedure based on (differences between) Kaplan–Meier estimators derived from a subset of the data consisting of all subjects observed to be in the given state at the given time. The second, by Titman, derived estimators of transition probabilities that are consistent in general non-Markov multi-state models. Here, we show that the same idea of subsampling, used in both these papers, combined with the Aalen–Johansen estimate of the state occupation probabilities derived from that subset, can also be used to obtain a relatively simple and intuitive procedure which we term landmark Aalen–Johansen. We show that the landmark Aalen–Johansen estimator yields a consistent estimator of the transition probabilities in general non-Markov multi-state models under the same conditions as needed for consistency of the Aalen–Johansen estimator of the state occupation probabilities. Simulation studies show that the landmark Aalen–Johansen estimator has good small sample properties and is slightly more efficient than the other estimators.