Copula based flexible modeling of associations between clustered event times

Candida Geerdens, Gerda Claeskens and Paul Janssen

No 502865, Working Papers of Department of Decision Sciences and Information Management, Leuven from KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven

Abstract: Multivariate survival data are characterized by the presence of correlation between event times within the same cluster. First, we build multi-dimensional copulas with flexible and possibly symmetric dependence structures for such data. In particular, clustered right-censored survival data are modeled using mixtures of max-infinitely divisible bivariate copulas. Second, these copulas are fit by a likelihood approach where the vast amount of copula derivatives present in the likelihood is approximated by finite differences. Third, we formulate conditions for clustered right-censored survival data under which an information criterion for model selection is either weakly consistent or consistent. Several of the familiar selection criteria are included. A set of four-dimensional data on time-to mastitis is used to demonstrate the developed methodology.

Keywords: Clustered data; Copulas; Model selection; Multivariate data; Right-censoring; Survival data (search for similar items in EconPapers)
Date: 2015
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Published in FEB Research Report KBI_1517

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