Analysis of masked data with Lindley failure model.

Competing risk analysis of time to failure data is preferred when failure of the unit occurs due to any one of several mutually exclusive causes. Masked data refer to the competing risk data with missing cause of failure. Masking in such data may depend on cause of failure or time to failure of the unit or may be independent of both. In this paper, we discuss competing risk models based on Lindley distribution assuming masking to be symmetric, cause dependent and time dependent. We consider maximum likelihood as well as Bayesian approaches for point and interval estimation of model parameters. We perform extensive simulation study to observe performance of various estimators. Finally, we analyze a real life masked data of cancer patients and select the best masking model for the same. [ABSTRACT FROM AUTHOR]