Large Sample Properties of Mixture Models with Covariates for Competing Risks

K. C. Choi and X. Zhou

Journal of Multivariate Analysis, 2002, vol. 82, issue 2, 331-366

Abstract: We study the large-sample properties of a class of parametric mixture models with covariates for competing risks. The models allow general distributions for the survival times and incorporate the idea of long-term survivors. Asymptotic results are obtained under a commonly assumed independent censoring mechanism and some modest regularity conditions on the survival distributions. The existence, consistency, and asymptotic normality of maximum likelihood estimators for the parameters of the model are rigorously derived under general sufficient conditions. Specific conditions for particular models can be derived from the general conditions for ready check. In addition, a likelihood-ratio statistic is proposed to test various hypotheses of practical interest, and its asymptotic distribution is provided.

Keywords: competing; risks; long-term; survivor; mixture; model; covariates; maximum; likelihood; estimator; likelihood-ratio; test; deviance; asymptotic; distribution (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (3)

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