IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v128y2018icp354-366.html
   My bibliography  Save this article

A Gamma-frailty proportional hazards model for bivariate interval-censored data

Author

Listed:
  • Gamage, Prabhashi W. Withana
  • McMahan, Christopher S.
  • Wang, Lianming
  • Tu, Wanzhu

Abstract

Correlated survival data naturally arise from many clinical and epidemiological studies. For the analysis of such data, the Gamma-frailty proportional hazards (PH) model is a popular choice because the regression parameters have marginal interpretations and the statistical association between the failure times can be explicitly quantified via Kendall’s tau. Despite their popularity, Gamma-frailty PH models for correlated interval-censored data have not received as much attention as analogous models for right-censored data. A Gamma-frailty PH model for bivariate interval-censored data is presented and an easy to implement expectation–maximization (EM) algorithm for model fitting is developed. The proposed model adopts a monotone spline representation for the purposes of approximating the unknown conditional cumulative baseline hazard functions, significantly reducing the number of unknown parameters while retaining modeling flexibility. The EM algorithm was derived from a data augmentation procedure involving latent Poisson random variables. Extensive numerical studies illustrate that the proposed method can provide reliable estimation and valid inference, and is moreover robust to the misspecification of the frailty distribution. To further illustrate its use, the proposed method is used to analyze data from an epidemiological study of sexually transmitted infections.

Suggested Citation

  • Gamage, Prabhashi W. Withana & McMahan, Christopher S. & Wang, Lianming & Tu, Wanzhu, 2018. "A Gamma-frailty proportional hazards model for bivariate interval-censored data," Computational Statistics & Data Analysis, Elsevier, vol. 128(C), pages 354-366.
    • Handle: RePEc:eee:csdana:v:128:y:2018:i:c:p:354-366
    DOI: 10.1016/j.csda.2018.07.016
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167947318301828
    Download Restriction: Full text for ScienceDirect subscribers only.
    File URL: https://libkey.io/10.1016/j.csda.2018.07.016?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Wen, Chi-Chung & Chen, Yi-Hau, 2011. "Nonparametric maximum likelihood analysis of clustered current status data with the gamma-frailty Cox model," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1053-1060, February.
    2. Cetinyurek, Aysun & Lambert, Philippe, 2016. "Semi-parametric frailty model for clustered interval-censored data," LIDAM Reprints ISBA 2016032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Zhangsheng Yu & Xihong Lin & Wanzhu Tu, 2012. "Semiparametric Frailty Models for Clustered Failure Time Data," Biometrics, The International Biometric Society, vol. 68(2), pages 429-436, June.
    4. Freedman, David A., 2006. "On The So-Called "Huber-Sandwich Estimator" and "Robust Standard Errors"," The American Statistician, American Statistical Association, vol. 60, pages 299-302, November.
    5. Liu, Hao & Shen, Yu, 2009. "A Semiparametric Regression Cure Model for Interval-Censored Data," Journal of the American Statistical Association, American Statistical Association, vol. 104(487), pages 1168-1178.
    6. William B. Goggins & Dianne M. Finkelstein, 2000. "A Proportional Hazards Model for Multivariate Interval-Censored Failure Time Data," Biometrics, The International Biometric Society, vol. 56(3), pages 940-943, September.
    7. Wang, Naichen & Wang, Lianming & McMahan, Christopher S., 2015. "Regression analysis of bivariate current status data under the Gamma-frailty proportional hazards model using the EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 83(C), pages 140-150.
    8. Ghosh, Pulak & Tu, Wanzhu, 2009. "Assessing Sexual Attitudes and Behaviors of Young Women: A Joint Model with Nonlinear Time Effects, Time Varying Covariates, and Dropouts," Journal of the American Statistical Association, American Statistical Association, vol. 104(486), pages 474-485.
    9. Cai, Bo & Lin, Xiaoyan & Wang, Lianming, 2011. "Bayesian proportional hazards model for current status data with monotone splines," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2644-2651, September.
    10. Lianming Wang & David B. Dunson, 2011. "Semiparametric Bayes' Proportional Odds Models for Current Status Data with Underreporting," Biometrics, The International Biometric Society, vol. 67(3), pages 1111-1118, September.
    11. Guosheng Yin & Joseph G. Ibrahim, 2005. "A Class of Bayesian Shared Gamma Frailty Models with Multivariate Failure Time Data," Biometrics, The International Biometric Society, vol. 61(1), pages 208-216, March.
    12. Lianming Wang & Christopher S. McMahan & Michael G. Hudgens & Zaina P. Qureshi, 2016. "A flexible, computationally efficient method for fitting the proportional hazards model to interval-censored data," Biometrics, The International Biometric Society, vol. 72(1), pages 222-231, March.
    13. David B. Dunson & Gregg E. Dinse, 2002. "Bayesian Models for Multivariate Current Status Data with Informative Censoring," Biometrics, The International Biometric Society, vol. 58(1), pages 79-88, March.
    14. Wanzhu Tu & Pulak Ghosh & Barry P. Katz, 2011. "A stochastic model for assessing Chlamydia trachomatis transmission risk by using longitudinal observational data," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 174(4), pages 975-989, October.
    15. Pao-Sheng Shen, 2015. "Additive Transformation Models for Multivariate Interval-Censored Data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(5), pages 1065-1079, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Wang, Naichen & Wang, Lianming & McMahan, Christopher S., 2015. "Regression analysis of bivariate current status data under the Gamma-frailty proportional hazards model using the EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 83(C), pages 140-150.
    2. Prabhashi W. Withana Gamage & Monica Chaudari & Christopher S. McMahan & Edwin H. Kim & Michael R. Kosorok, 2020. "An extended proportional hazards model for interval-censored data subject to instantaneous failures," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(1), pages 158-182, January.
    3. Prabhashi W. Withana Gamage & Christopher S. McMahan & Lianming Wang, 2023. "A flexible parametric approach for analyzing arbitrarily censored data that are potentially subject to left truncation under the proportional hazards model," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 29(1), pages 188-212, January.
    4. Xu, Yang & Zhao, Shishun & Hu, Tao & Sun, Jianguo, 2021. "Variable selection for generalized odds rate mixture cure models with interval-censored failure time data," Computational Statistics & Data Analysis, Elsevier, vol. 156(C).
    5. Donglin Zeng & Fei Gao & D. Y. Lin, 2017. "Maximum likelihood estimation for semiparametric regression models with multivariate interval-censored data," Biometrika, Biometrika Trust, vol. 104(3), pages 505-525.
    6. Qingning Zhou & Tao Hu & Jianguo Sun, 2017. "A Sieve Semiparametric Maximum Likelihood Approach for Regression Analysis of Bivariate Interval-Censored Failure Time Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 664-672, April.
    7. Hao Liu & Jing Qin, 2018. "Semiparametric probit models with univariate and bivariate current†status data," Biometrics, The International Biometric Society, vol. 74(1), pages 68-76, March.
    8. Li, Shuwei & Hu, Tao & Zhao, Xingqiu & Sun, Jianguo, 2019. "A class of semiparametric transformation cure models for interval-censored failure time data," Computational Statistics & Data Analysis, Elsevier, vol. 133(C), pages 153-165.
    9. Chunling Wang & Xiaoyan Lin, 2022. "Bayesian Semiparametric Regression Analysis of Multivariate Panel Count Data," Stats, MDPI, vol. 5(2), pages 1-17, May.
    10. Li, Shuwei & Hu, Tao & Wang, Peijie & Sun, Jianguo, 2017. "Regression analysis of current status data in the presence of dependent censoring with applications to tumorigenicity experiments," Computational Statistics & Data Analysis, Elsevier, vol. 110(C), pages 75-86.
    11. Yao, Bin & Wang, Lianming & He, Xin, 2016. "Semiparametric regression analysis of panel count data allowing for within-subject correlation," Computational Statistics & Data Analysis, Elsevier, vol. 97(C), pages 47-59.
    12. Du, Mingyue & Li, Huiqiong & Sun, Jianguo, 2021. "Regression analysis of censored data with nonignorable missing covariates and application to Alzheimer Disease," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
    13. Mengzhu Yu & Mingyue Du, 2022. "Regression Analysis of Multivariate Interval-Censored Failure Time Data under Transformation Model with Informative Censoring," Mathematics, MDPI, vol. 10(18), pages 1-17, September.
    14. Xiaoguang Wang & Ziwen Wang, 2021. "EM algorithm for the additive risk mixture cure model with interval-censored data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 27(1), pages 91-130, January.
    15. Shuwei Li & Jianguo Sun & Tian Tian & Xia Cui, 2020. "Semiparametric regression analysis of doubly censored failure time data from cohort studies," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(2), pages 315-338, April.
    16. Pan, Chun & Cai, Bo & Wang, Lianming & Lin, Xiaoyan, 2014. "Bayesian semiparametric model for spatially correlated interval-censored survival data," Computational Statistics & Data Analysis, Elsevier, vol. 74(C), pages 198-208.
    17. Liuquan Sun & Shuwei Li & Lianming Wang & Xinyuan Song & Xuemei Sui, 2022. "Simultaneous variable selection in regression analysis of multivariate interval‐censored data," Biometrics, The International Biometric Society, vol. 78(4), pages 1402-1413, December.
    18. Jianhong Wang & Xiaoyan Lin, 2020. "A Bayesian approach for semiparametric regression analysis of panel count data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(2), pages 402-420, April.
    19. Greene, William, 2007. "Functional Form and Heterogeneity in Models for Count Data," Foundations and Trends(R) in Econometrics, now publishers, vol. 1(2), pages 113-218, August.
    20. Lianming Wang & David B. Dunson, 2010. "Semiparametric Bayes Multiple Testing: Applications to Tumor Data," Biometrics, The International Biometric Society, vol. 66(2), pages 493-501, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:128:y:2018:i:c:p:354-366. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.