AUTHOR: McKeague, I. W. and Subramanian, S. DATE: 1996 TITLE: Product-Limit Estimators and Cox Regression with Missing Cause-of-Failure Information ABSTRACT: The Kaplan--Meier estimator of a survival function is used when cause of failure (censored or non-censored) is always observed. A method of survival function estimation is developed under the assumption that the failure indicators are missing completely at random (MCR). The resulting estimator is a smooth functional of the Nelson--Aalen estimators of certain cumulative transition intensities. The asymptotic properties of this estimator are derived. A simulation study shows that the proposed estimator has greater efficiency than competing MCR-based estimators. The approach is extended to the Cox model setting for the estimation of a conditional survival function given a covariate.