A composite likelihood approach to multivariate survival data

DOI10.1111/1467-9469.00238MaRDI QIDQ2739866zbMATH OpenOpenAlexFDO

Authors Erik T. Parner

Publication date 16 September 2001

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.00238

zbMATH Keywords

censored datacomposite likelihoodfrailty modelsmultivariate failure timespseudo likelihoodsurvival data

Mathematics Subject Classification ID

Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Testing in survival analysis and censored data (62N03) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Review text

The author considers multisample survival times analysis with dependent samples. To describe the dependence between the survival times the shared frailty model is used in which the considered survival times, say \(T_1\) and \(T_2\), depend on an unobserved frailty variable \(Z\). Conditional hazard functions of \(T_i\) given \(Z\) are \(Z\alpha_i(t)\) for baseline hazard functions \(\alpha_i\). E.g., if \(Z\) has gamma distribution with \({\mathbf E}Z=0\), \(\text{Var} Z=\vartheta\), then the joint survival function is NEWLINE\[NEWLINE\Pr\{T_1>t, T_2>t\}=(1+\vartheta \{A_1(t)+A_2(t)\})^{-\vartheta^{-1}}, NEWLINE\]NEWLINE where \(A_i(t)=\int_0^t\alpha_i(s)ds\). In the multisample case, many frailty variables can be used to describe real dependencies of the samples. The standard likelihood approach to such models fails since the likelihood ratio is unbounded.NEWLINENEWLINENEWLINEThe author develops a composite likelihood approach which is based on the use of a weighted product of parewise likelihoods contributions. This technique is applied to data on survival times of adopted children and their adoptive and biological parents.

Recommendations

• Analysis of multivariate survival data
• Multivariate survival models with a mixture of positive stable frailties
• Multivariate survival distributions
• Multivariate failure time distributions derived from shared frailty and copulas
• Bivariate Survival Models Induced by Frailties

Cited in

(17)

• Analysis of multivariate survival data
• Multivariate hazard rate orders
• A weighted likelihood approach to problems in survival data
• Pairwise likelihood approach to grouped continuous model and its extension
• Explained variation in a fully specified model for data-grouped survival data
• Clustered survival data with left-truncation
• Semiparametric estimation in generalized linear mixed models with auxiliary covariates: a pairwise likelihood approach
• ML, PL, QL in Markov Chain Models
• A composite likelihood approach for spatially correlated survival data
• Composite likelihood estimation in multivariate data analysis
• Multivariate survival analysis in big data: A divide‐and‐combine approach
• Detecting influential data in multivariate survival models
• Penalized composite likelihood for colored graphical Gaussian models
• On composite marginal likelihoods
• A two-stage estimation in the Clayton-Oakes model with marginal linear transformation models for multivariate failure time data
• Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs
• Pairwise likelihood inference in spatial generalized linear mixed models

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