Estimation in the Cox cure model with covariates missing not at random, with application to disease screening/prediction

In an attempt to provide a statistical tool for disease screening and prediction, we propose a semiparametric approach to analysis of the Cox proportional hazards cure model in situations where the observations on the event time are subject to right censoring and some covariates are missing not at random. To facilitate the methodological development, we begin with semiparametric maximum likelihood estimation (SPMLE) assuming that the (conditional) distribution of the missing covariates is known. A variant of the EM algorithm is used to compute the estimator. We then adapt the SPMLE to a more practical situation where the distribution is unknown and there is a consistent estimator based on available information. We establish the consistency and weak convergence of the resulting pseudo-SPMLE, and identify a suitable variance estimator. The application of our inference procedure to disease screening and prediction is illustrated via empirical studies. The proposed approach is used to analyze the tuberculosis screening study data that motivated this research. Its finite-sample performance is examined by simulation.