Semiparametric regression estimation in the presence of dependent censoring

We propose a semiparametric estimation procedure for estimatingthe regression of an outcome Y, measured at the end of a fixedfollow-up period, on baseline explanatory variables X, measuredprior to start of follow-up, in the presence of dependent censoringgiven X. The proposed estimators are consistent when the dataare ‘missing at random’ but not ‘missing completelyat random’ (Rubin, 1976), and do not require full specificationof the complete data likelihood. Specifically, we assume thatthe probability of censoring at time t is independent of theoutcome Y conditional on the recorded history up to t of a vectorof time-dependent covariates that are correlated with Y. Ourestimators can be used to adjust for dependent censoring andnonrandom noncompliance in randomised trials studying the effectof a treatment on the mean of a response variable of interest.Even with independent censoring, our methods allow the investigatorto increase efficiency by exploiting the correlation of theoutcome with a vector of time-dependent covariates.