Cox Regression with Missing not at Random Failure Indicators
Overview
Implements estimation for the Cox (1972, 1975) doi:10.1111/j.2517-6161.1972.tb00899.x doi:10.1093/biomet/62.2.269 proportional hazards model when the failure indicator (cause of failure) is missing not at random (MNAR), following the two adjusted imputation-based estimating equations of Liu and Liu (2026) doi:10.1007/s11222-026-10857-1. Also provided for comparison are the full-data partial-likelihood estimator of Andersen and Gill (1982) doi:10.1214/aos/1176345976, the complete-case estimator, and the missing-at-random imputation estimator of Liu and Wang (2010, Statistica Sinica, 20, 1125-1142). The probability models for the failure indicator and for the missingness mechanism are estimated jointly by maximum likelihood following Sun, Xie, and Liang (2013) doi:10.1007/s11425-012-4492-x, and a Nadaraya-Watson kernel-smoothed estimator of the missingness propensity is constructed following Qiu, Chen, and Zhou (2015) doi:10.1016/j.spl.2014.12.006. Both an asymptotic (sandwich-type) variance estimator and a nonparametric bootstrap variance estimator are provided. When failure indicators are fully observed the estimators reduce algebraically to the classical Cox partial-likelihood estimator.
- Initial release implementing Cox proportional hazards regression with missing not at random (MNAR) failure indicators following Liu and Liu (2026) <doi:10.1007/s11222-026-10857-1>.
- Implements five estimators: Adjusted Imputation (
"ai"), Adjusted Complete ("ac"), Missing at Random ("mar"), Complete-Case ("cc"), and Full-Data ("full"). - Joint maximum likelihood estimation of probability models for outcome and missingness mechanism.
- Nadaraya-Watson kernel estimation of missingness propensity with coordinate standardization and 5 kernel options.
- Asymptotic sandwich variance estimator and nonparametric bootstrap variance estimator.
- Convenience function
coxmnar_compare()for multi-method comparison. - Data simulation wrapper
simulate_coxmnar_data()supporting arbitrary mechanisms.
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- OK13 OKNow
- OK12 OK2026-08-05
- NOTE8 OK, 1 NOTE2026-08-02
- OK7 OK2026-08-01
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People & History
- 0.1.0Latest2026-07-31 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-07-31
- Total releases
- 1 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 4.1.0
- Download size
- 56 KB
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