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Time-varying coefficients in a multivariate frailty model: Application to breast cancer recurrences of several types and death

Author

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  • Yassin Mazroui

    (Sorbonne Universités, UPMC Univ Paris 06
    INSERM, UMR_S 1136
    Sorbonne Universités, UPMC Univ Paris 06, UMR_S 1136)

  • Audrey Mauguen

    (Université Bordeaux Segalen)

  • Simone Mathoulin-Pélissier

    (INSERM CIC-EC7, ISPED, Centre INSERM U-897)

  • Gaetan MacGrogan

    (Institut Bergonié)

  • Véronique Brouste

    (Institut Bergonié)

  • Virginie Rondeau

    (Université Bordeaux Segalen)

Abstract

During their follow-up, patients with cancer can experience several types of recurrent events and can also die. Over the last decades, several joint models have been proposed to deal with recurrent events with dependent terminal event. Most of them require the proportional hazard assumption. In the case of long follow-up, this assumption could be violated. We propose a joint frailty model for two types of recurrent events and a dependent terminal event to account for potential dependencies between events with potentially time-varying coefficients. For that, regression splines are used to model the time-varying coefficients. Baseline hazard functions (BHF) are estimated with piecewise constant functions or with cubic M-Splines functions. The maximum likelihood estimation method provides parameter estimates. Likelihood ratio tests are performed to test the time dependency and the statistical association of the covariates. This model was driven by breast cancer data where the maximum follow-up was close to 20 years.

Suggested Citation

  • Yassin Mazroui & Audrey Mauguen & Simone Mathoulin-Pélissier & Gaetan MacGrogan & Véronique Brouste & Virginie Rondeau, 2016. "Time-varying coefficients in a multivariate frailty model: Application to breast cancer recurrences of several types and death," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 22(2), pages 191-215, April.
    • Handle: RePEc:spr:lifeda:v:22:y:2016:i:2:d:10.1007_s10985-015-9327-y
    DOI: 10.1007/s10985-015-9327-y
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    References listed on IDEAS

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    Cited by:

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    2. Lawrence Kryzanowski & Yanting Wu, 2023. "Signaling effects of recurrent list‐price reductions on the likelihood of house sales," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 46(1), pages 99-130, February.

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