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A multivariate normal regression model for survival data subject to different types of dependent censoring

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  • Deresa, Negera Wakgari
  • Van Keilegom, Ingrid

Abstract

In survival analysis observations are often right censored and this complicates considerably the analysis of these data. Right censoring can have several underlying causes: administrative censoring, loss to follow up, competing risks, etc. The (latent) censoring times corresponding to the latter two types of censoring are possibly related to the survival time of interest, and in that case this should be taken into account in the model. A unifying model is presented that allows these censoring mechanisms in one single model, and that is also able to incorporate the effect of covariates on these times. Each time variable is modeled by means of a transformed linear model, with the particularity that the error terms of the transformed times follow a multivariate normal distribution allowing for non-zero correlations. It is shown that the model is identified and the model parameters are estimated through a maximum likelihood approach. The performance of the proposed method is compared with methods that assume independent censoring using finite sample simulations. The results show that the proposed method exhibits major advantages in terms of reducing the bias of the parameter estimates. However, a strong deviation from normality and/or a strong violation of the homogeneous variance assumption may lead to biased estimates. Finally, the model and the estimation method are illustrated using the analysis of data coming from a prostate cancer clinical trial.

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  • Deresa, Negera Wakgari & Van Keilegom, Ingrid, 2020. "A multivariate normal regression model for survival data subject to different types of dependent censoring," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    • Handle: RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302348
    DOI: 10.1016/j.csda.2019.106879
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    References listed on IDEAS

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    Cited by:

    1. Emura, Takeshi & Hsu, Jiun-Huang, 2020. "Estimation of the Mann–Whitney effect in the two-sample problem under dependent censoring," Computational Statistics & Data Analysis, Elsevier, vol. 150(C).
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    3. Janette Larney & James Samuel Allison & Gerrit Lodewicus Grobler & Marius Smuts, 2023. "Modelling the Time to Write-Off of Non-Performing Loans Using a Promotion Time Cure Model with Parametric Frailty," Mathematics, MDPI, vol. 11(10), pages 1-17, May.
    4. Kosuke Nakazono & Yu-Cheng Lin & Gen-Yih Liao & Ryuji Uozumi & Takeshi Emura, 2024. "Computation of the Mann–Whitney Effect under Parametric Survival Copula Models," Mathematics, MDPI, vol. 12(10), pages 1-22, May.

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