IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v168y2022ics016794732100236x.html
   My bibliography  Save this article

Conditional independence test of failure and truncation times: Essential tool for method selection

Author

Listed:
  • Ning, Jing
  • Pak, Daewoo
  • Zhu, Hong
  • Qin, Jing

Abstract

Conditional independence assumption of truncation and failure times conditioning on covariates is a fundamental and common assumption in the regression analysis of left-truncated and right-censored data. Testing for this assumption is essential to ensure the correct inference on the failure time, but this has often been overlooked in the literature. With consideration of challenges caused by left truncation and right censoring, tests for this conditional independence assumption are developed in which the generalized odds ratio derived from a Cox proportional hazards model on the failure time and the concept of Kendall's tau are combined. Except for the Cox proportional hazards model, no additional model assumptions are imposed, and the distributions of the truncation time and conditioning variables are unspecified. The asymptotic properties of the test statistic are established and an easy implementation for obtaining its distribution is developed. The performance of the proposed test has been evaluated through simulation studies and two real studies.

Suggested Citation

  • Ning, Jing & Pak, Daewoo & Zhu, Hong & Qin, Jing, 2022. "Conditional independence test of failure and truncation times: Essential tool for method selection," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
    • Handle: RePEc:eee:csdana:v:168:y:2022:i:c:s016794732100236x
    DOI: 10.1016/j.csda.2021.107402
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S016794732100236X
    Download Restriction: Full text for ScienceDirect subscribers only.
    File URL: https://libkey.io/10.1016/j.csda.2021.107402?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. Zeng, Leilei & Cook, Richard J., 2007. "Transition Models for Multivariate Longitudinal Binary Data," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 211-223, March.
    2. Jye Lu & Gouri Bhattacharyya, 1990. "Some new constructions of bivariate Weibull models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(3), pages 543-559, September.
    3. Yu Shen & Jing Ning & Jing Qin, 2017. "Nonparametric and semiparametric regression estimation for length-biased survival data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(1), pages 3-24, January.
    4. Takeshi Emura & Chi-Hung Pan, 2020. "Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach," Statistical Papers, Springer, vol. 61(1), pages 479-501, February.
    5. Martin, Emily C. & Betensky, Rebecca A., 2005. "Testing Quasi-Independence of Failure and Truncation Times via Conditional Kendall's Tau," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 484-492, June.
    6. Emura, Takeshi & Wang, Weijing, 2010. "Testing quasi-independence for truncation data," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 223-239, January.
    7. Wang, Xia & Hong, Yongmiao, 2018. "Characteristic Function Based Testing For Conditional Independence: A Nonparametric Regression Approach," Econometric Theory, Cambridge University Press, vol. 34(4), pages 815-849, August.
    8. Kung‐Yee Liang & Jing Qin, 2000. "Regression analysis under non‐standard situations: a pairwise pseudolikelihood approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 773-786.
    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. Takeshi Emura & Chi-Hung Pan, 2020. "Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach," Statistical Papers, Springer, vol. 61(1), pages 479-501, February.
    2. Emura, Takeshi & Konno, Yoshihiko, 2012. "A goodness-of-fit test for parametric models based on dependently truncated data," Computational Statistics & Data Analysis, Elsevier, vol. 56(7), pages 2237-2250.
    3. Deresa, N.W. & Van Keilegom, I. & Antonio, K., 2022. "Copula-based inference for bivariate survival data with left truncation and dependent censoring," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 1-21.
    4. T. Emura & K. Murotani, 2015. "An algorithm for estimating survival under a copula-based dependent truncation model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(4), pages 734-751, December.
    5. Chiou, Sy Han & Qian, Jing & Mormino, Elizabeth & Betensky, Rebecca A., 2018. "Permutation tests for general dependent truncation," Computational Statistics & Data Analysis, Elsevier, vol. 128(C), pages 308-324.
    6. Fan Wu & Sehee Kim & Jing Qin & Rajiv Saran & Yi Li, 2018. "A pairwise likelihood augmented Cox estimator for left†truncated data," Biometrics, The International Biometric Society, vol. 74(1), pages 100-108, March.
    7. Tianyi Lu & Shuwei Li & Liuquan Sun, 2023. "Combined estimating equation approaches for the additive hazards model with left-truncated and interval-censored data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 29(3), pages 672-697, July.
    8. Pao-Sheng Shen, 2011. "Testing quasi-independence for doubly truncated data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(3), pages 753-761.
    9. Emura, Takeshi & Wang, Weijing, 2009. "Testing Quasi-independence for Truncation Data," MPRA Paper 58582, University Library of Munich, Germany.
    10. Maomao Ding & Ruosha Li & Jin Qin & Jing Ning, 2023. "A double‐robust test for high‐dimensional gene coexpression networks conditioning on clinical information," Biometrics, The International Biometric Society, vol. 79(4), pages 3227-3238, December.
    11. Emura, Takeshi & Wang, Weijing, 2012. "Nonparametric maximum likelihood estimation for dependent truncation data based on copulas," Journal of Multivariate Analysis, Elsevier, vol. 110(C), pages 171-188.
    12. Chuan Hong & Yang Ning & Peng Wei & Ying Cao & Yong Chen, 2017. "A semiparametric model for vQTL mapping," Biometrics, The International Biometric Society, vol. 73(2), pages 571-581, June.
    13. Andrén, Daniela, 2001. "Short-Term Absenteeism Due To Sickness: The Swedish Experience, 1986 - 1991," Working Papers in Economics 46, University of Gothenburg, Department of Economics.
    14. Daniel Villanueva & Andrés Feijóo & José L. Pazos, 2013. "Multivariate Weibull Distribution for Wind Speed and Wind Power Behavior Assessment," Resources, MDPI, vol. 2(3), pages 1-15, September.
    15. James H. McVittie & Ana F. Best & David B. Wolfson & David A. Stephens & Julian Wolfson & David L. Buckeridge & Shahinaz M. Gadalla, 2023. "Survival Modelling for Data From Combined Cohorts: Opening the Door to Meta Survival Analyses and Survival Analysis Using Electronic Health Records," International Statistical Review, International Statistical Institute, vol. 91(1), pages 72-87, April.
    16. van den Berg, Gerard J. & Effraimidis, Georgios, 2014. "Dependence Measures in Bivariate Gamma Frailty Models," IZA Discussion Papers 8083, Institute of Labor Economics (IZA).
    17. Martin Forster & S. D. Smith, 2011. "Surviving slavery: mortality at Mesopotamia, a Jamaican sugar estate, 1762–1832," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 174(4), pages 907-929, October.
    18. Kano, Yutaka & Takai, Keiji, 2011. "Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model," Journal of Multivariate Analysis, Elsevier, vol. 102(9), pages 1241-1255, October.
    19. Danilo Fegatelli & Luca Tardella, 2013. "Improved inference on capture recapture models with behavioural effects," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(1), pages 45-66, March.
    20. J. Baik & D.N.P. Murthy & N. Jack, 2004. "Two‐dimensional failure modeling with minimal repair," Naval Research Logistics (NRL), John Wiley & Sons, vol. 51(3), pages 345-362, April.

    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:168:y:2022:i:c:s016794732100236x. 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.