An algorithm for estimating survival under a copula-based dependent truncation model

T. Emura () and K. Murotani ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2015, vol. 24, issue 4, 734-751

Abstract: Traditional analysis with truncated survival data has been developed under the assumption that the lifetime variable of interest is statistically independent of the truncation variable. However, empirical evidence has shown that the truncation variable may depend on the lifetime of interest in many real-world examples. The lack of independence can lead to seriously biased analysis. In this article, we revisit an existing estimation procedure for survival under a copula-based dependent truncation model. Here, the same estimating equation is adopted but a different algorithm to solve the equation is proposed. We compare the new algorithm with the existing one and discuss its theoretical and practical usefulness. Real data examples are analyzed for illustration. We implemented the proposed algorithm in an R “depend.truncation” package, available from CRAN. Copyright Sociedad de Estadística e Investigación Operativa 2015

Keywords: Archimedean copula; Bivariate survival function; Copula-graphic estimator; Kendall’s tau; Left truncation; Product-limit estimator; 62N01; 62N02 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (11)

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Persistent link: https://EconPapers.repec.org/RePEc:spr:testjl:v:24:y:2015:i:4:p:734-751

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DOI: 10.1007/s11749-015-0432-8

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