Bootstrapping Regression Parameters in Multivariate Survival Analysis

Bootstrap methods are proposed for estimating sampling distributions and associated statistics for regression parameters in multivariate survival data. We use an Independence Working Model (IWM) approach, fitting margins independently, to obtain consistent estimates of the parameters in the marginal models. Resampling procedures, however, are applied to an appropriate joint distribution to estimate covariance matrices, make bias corrections, and construct confidence intervals. The proposed methods allow for fixed or random explanatory variables, the latter case using extensions of existing resampling schemes (Loughin, 1995), and they permit the possibility of random censoring. An application is shown for the viral positivity time data previously analyzed by Wei, Lin, and Weissfeld( 1989). A simulation study of small-sample properties shows that the proposed bootstrap procedures provide substantial improvements in variance estimation over the robust variance estimator commonly used with the IWM.