Additive hazards model with multivariate failure time data
Guosheng Yin and
Jianwen Cai
Biometrika, 2004, vol. 91, issue 4, 801-818
Abstract:
Marginal additive hazards models are considered for multivariate survival data in which individuals may experience events of several types and there may also be correlation between individuals. Estimators are proposed for the parameters of such models and for the baseline hazard functions. The estimators of the regression coeffcients are shown asymptotically to follow a multivariate normal distribution with a sandwich-type covariance matrix that can be consistently estimated. The estimated baseline and subject-specific cumulative hazard processes are shown to converge weakly to a zero-mean Gaussian random field. The weak convergence properties for the corresponding survival processes are established. A resampling technique is proposed for constructing simultaneous confidence bands for the survival curve of a specific subject. The methodology is extended to a multivariate version of a class of partly parametric additive hazards model. Simulation studies are conducted to assess finite sample properties, and the method is illustrated with an application to development of coronary heart diseases and cardiovascular accidents in the Framingham Heart Study. Copyright 2004, Oxford University Press.
Date: 2004
References: Add references at CitEc
Citations: View citations in EconPapers (16)
Downloads: (external link)
http://hdl.handle.net/10.1093/biomet/91.4.801 (text/html)
Access to full text is restricted to subscribers.
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:oup:biomet:v:91:y:2004:i:4:p:801-818
Ordering information: This journal article can be ordered from
https://academic.oup.com/journals
Access Statistics for this article
Biometrika is currently edited by Paul Fearnhead
More articles in Biometrika from Biometrika Trust Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
Bibliographic data for series maintained by Oxford University Press ().