The main purpose of this paper is to survey the statistical inference for covariate-specific time-dependent receiver operating characteristic (ROC) curves with nonignorable missing continuous biomarker values. To construct time-dependent ROC curves, we consider a joint model which assumes that the failure time depends on the continuous biomarker and the covariates through a Cox proportional hazards model and that the continuous biomarker depends on the covariates through a semiparametric location model. Assuming a purely parametric model on the propensity score, we utilize instrumental variables to deal with the identifiable issue and estimate the unknown parameters of the propensity score by a simple and efficient method. In addition, when the propensity score is estimated, we develop HT and AIPW approaches to estimate our interested quantities. In the presence of nonignorable missing biomarker, our AIPW estimators of the interested quantities are still doubly robust when the true propensity score is a special parametric logistic model. At last, simulation studies are conducted to assess the performance of our proposed approaches, and a real data analysis is also carried out to illustrate its application.
Keywords: Cox proportional hazards; Time-dependent ROC curves; instrumental variable; nonignorable missing data; semi-parametric location model.