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Semiparametric Global Cross‐ratio Models for Bivariate Censored Data

Debashis Ghosh

Scandinavian Journal of Statistics, 2006, vol. 33, issue 4, 609-619

Abstract: Abstract. Multivariate correlated failure time data arise in many medical and scientific settings. In the analysis of such data, it is important to use models where the parameters have simple interpretations. In this paper, we formulate a model for bivariate survival data based on the Plackett distribution. The model is an alternative to the Gamma frailty model proposed by Clayton and Oakes. The parameter in this distribution has a very appealing odds ratio interpretation for dependence between the two failure times; in addition, it allows for negative dependence. We develop novel semiparametric estimation and inference procedures for the model. The asymptotic results of the estimator are developed. The performance of the proposed techniques in finite samples is examined using simulation studies; in addition, the proposed methods are applied to data from an observational study in cancer.

Date: 2006
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Citations: View citations in EconPapers (2)

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https://doi.org/10.1111/j.1467-9469.2006.00512.x

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