Marginal Regression of Multivariate Event Times Based on Linear Transformation Models

被引:0
|
作者
Wenbin Lu
机构
[1] North Carolina State University,Department of Statistics
来源
Lifetime Data Analysis | 2005年 / 11卷
关键词
cluster event times; estimating equations; informative cluster size; linear transformation models; multiple events; recurrent events;
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摘要
Multivariate event time data are common in medical studies and have received much attention recently. In such data, each study subject may potentially experience several types of events or recurrences of the same type of event, or event times may be clustered. Marginal distributions are specified for the multivariate event times in multiple events and clustered events data, and for the gap times in recurrent events data, using the semiparametric linear transformation models while leaving the dependence structures for related events unspecified. We propose several estimating equations for simultaneous estimation of the regression parameters and the transformation function. It is shown that the resulting regression estimators are asymptotically normal, with variance–covariance matrix that has a closed form and can be consistently estimated by the usual plug-in method. Simulation studies show that the proposed approach is appropriate for practical use. An application to the well-known bladder cancer tumor recurrences data is also given to illustrate the methodology.
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页码:389 / 404
页数:15
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