Simplified estimation of multivariate duration models with unobserved heterogeneity

DOI10.1007/S00180-006-0019-7MaRDI QIDQ2271690zbMATH OpenOpenAlexFDO

Authors Gordana Colby, Paul Rilstone

Publication date 8 August 2009

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-006-0019-7

zbMATH Keywords

failure timeLaplace transformsurvival function

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Estimation in survival analysis and censored data (62N02)

Review text

The authors propose a new simple model for survival analysis of a bivariate failure time \(T=(T_1,T_2)\) in which the survival function of \(T\) given the covariates \(x\) is represented as \[ S(t_1,t_2)=L_1(\Lambda_1(t,x)+\psi\Lambda_2(t,x))L_2((1-\psi)\Lambda_2(t,x)), \] where \(\Lambda_i\) are the structural cumulative hazards, \(L_i\) are the Laplace transforms of some distributions (known up to a parameter), and \(\psi\) is a parameter of the model. The behaviour of the estimates for the model parameters is investigated via simulations.

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Cited in

(2)

• A bivariate frailty model for events with a permanent survivor fraction and non-monotonic hazards; with an application to age at first maternity
• A competing risks model with time-varying heterogeneity and simultaneous failure

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