A Mixture Model for the Regression Analysis of Competing Risks Data
Martin G. Larson and
Gregg E. Dinse
Journal of the Royal Statistical Society Series C, 1985, vol. 34, issue 3, 201-211
Abstract:
A parametric mixture model provides a regression framework for analysing failure‐time data that are subject to censoring and multiple modes of failure. The regression context allows us to adjust for concomitant variables and to assess their effects on the joint distribution of time and type of failure. The mixing parameters correspond to the marginal probabilities of the various failure types and are modelled as logistic functions of the covariates. The hazard rate for each conditional distribution of time to failure, given type of failure, is modelled as the product of a piece‐wise exponential function of time and a log‐linear function of the covariates. An EM algorithm facilitates the maximum likelihood analysis and illuminates the contributions of the censored observations. The methods are illustrated with data from a heart transplant study and are compared with a cause‐specific hazard analysis. The proposed mixture model can also be used to analyse multivariate failure‐time data.
Date: 1985
References: Add references at CitEc
Citations: View citations in EconPapers (19)
Downloads: (external link)
https://doi.org/10.2307/2347464
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:34:y:1985:i:3:p:201-211
Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9876
Access Statistics for this article
Journal of the Royal Statistical Society Series C is currently edited by R. Chandler and P. W. F. Smith
More articles in Journal of the Royal Statistical Society Series C from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().