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Partial sufficient dimension reduction on additive rates model for recurrent event data with high-dimensional covariates

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Abstract

Recurrent event data with an additive marginal rates function have been extensively studied in the literature. The existing statistical inference, however, faces the difficulty with high-dimensional covariates due to “curse of dimensionality”. Examples include gene expression and single nucleotide polymorphism data which have revolutionized our understanding of disease such as cancer recurrence. In this paper, a technique of partial sufficient dimension reduction is applied to an additive rates model for recurrent event data. A two-step procedure is proposed to estimate parameters. First, partial sufficient dimension reduction is used to estimate the basis of the partial central subspace and the structural dimension. Then the second step estimates the baseline and the regression function of covariates based on the estimated partial central subspace using the average surface method. Simulation is performed to confirm and assess the theoretical findings, and an application on a set of chronic granulomatous disease data is demonstrated.

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Acknowledgements

This work was partially supported by the NSFC under Grant No. 11271317, Zhejiang Provincial Natural Science Foundation under Grant No. LY16A010007, and First Class Discipline of Zhejiang - A (Zhejiang University of Finance and Economics- Statistics).

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Authors and Affiliations

  1. School of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou, Zhejiang Province, China

    Xiaobing Zhao

  2. Department of Applied Finance and Actuarial Studies, Macquarie University, Sydney, NSW, Australia

    Xian Zhou

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  1. Xiaobing Zhao
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  2. Xian Zhou
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Correspondence to Xiaobing Zhao or Xian Zhou.

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Zhao, X., Zhou, X. Partial sufficient dimension reduction on additive rates model for recurrent event data with high-dimensional covariates. Stat Papers 61, 523–541 (2020). https://doi.org/10.1007/s00362-017-0949-x

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  • DOI: https://doi.org/10.1007/s00362-017-0949-x

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