Skip to main content

Multivariate Failure Time Data: Representation and Analysis

  • Conference paper
Proceedings of the First Seattle Symposium in Biostatistics

Part of the book series: Lecture Notes in Statistics ((LNS,volume 123))

  • 1099 Accesses

Abstract

While univariate failure time methods, including Kaplan-Meier survivor function estimators, censored data rank tests, and Cox regression procedures are well developed, corresponding flexible, standardized tools are not available for multivariate failure time analysis. This paper considers methods for the modeling and analysis of clustered failure times, with a focus on the estimation of marginal hazard functions and pairwise cross-ratio functions. First some representations of bivariate failure times are reviewed, along with corresponding nonparametric estimators and summary measures of pairwise dependence. Then procedures are outlined for simultaneous estimation of marginal hazard ratio, and pairwise cross-ratio parameters, for use in more general multivariate failure time regression problems. These estimation procedures are somewhat restrictive concerning the form of pairwise dependencies between failure times. Some approaches to relaxing these restrictions are briefly mentioned.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • Andersen, P.K., Borgan, O., Gill, R.D. and Keiding, N. (1993). Statistical Models Based on Counting Processes. New York: Springer-Verlag.

    Book  MATH  Google Scholar 

  • Anderson, P.K. and Gill, R.D. (1982). Cox’s regression model for counting processes: A large sample study. Ann. Statist., 10, 1100–1120.

    Article  MathSciNet  Google Scholar 

  • Bickel, P.J., Klassen, C.A., Ritov, Y. and Wellner, J. (1993). Efficient and adaptive estimation for semiparametric models. Baltimore, Maryland: Johns Hopkins University Press.

    MATH  Google Scholar 

  • Breslow, N.E. (1974). Covariance analysis of censored survival data. Biometrics, 30, 89–99.

    Article  Google Scholar 

  • Cai, J. and Prentice, R.L. (1995). Estimating equations for hazard ratio parameters based on correlated failure time data. Biometrika, 82, 151–164.

    Article  MathSciNet  MATH  Google Scholar 

  • Clayton, D.G. (1978). A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence. Biometrika, 65, 144–151.

    Article  MathSciNet  Google Scholar 

  • Clayton, D.G. and Cuzick, J. (1985). Multivariate generalizations of the proportional hazards model (with discussion). J.R. Statist. Soc. A, 148, 82–117.

    MathSciNet  MATH  Google Scholar 

  • Cox, D.R. (1972). Regression models and life tables (with discussion). J.R. Statist. Soc. B, 187–220.

    Google Scholar 

  • Dabrowska, D. (1988). Kaplan-Meier estimate on the plane. Ann. Statist., 16, 1475–1489.

    Article  MathSciNet  MATH  Google Scholar 

  • Fleming, T.R. and Harrington, D.P. (1991). Counting Processes and Survival Analysis. New York: Wiley.

    MATH  Google Scholar 

  • Gill, R.D., Van der Laan, M.J. and Wellner, J.A. (1995). Inefficient estimators of the bivariate survival function for three models. Ann. Inst. Henri Poincare, 31, 545–597.

    MATH  Google Scholar 

  • Hsu, L. and Prentice, R.L. (1996). On assessing the strength of dependency between failure time variates. Biometrika, 83, 491–506.

    Article  MathSciNet  MATH  Google Scholar 

  • Lee, E., Wei, L.J., and Amato, D.A. (1992). Cox-type regression analysis for large numbers of small groups of correlated failure-time observations. In Survival Analysis: State of the Art, Eds. J.P. Klein and P.K. Goel, pp. 237–247. Klewer Academic Publishers.

    Google Scholar 

  • Nielsen, G.G., Gill, R.D., Andersen, P.K. and Sorensen, T.I.A. (1992). A counting process approach to maximum likelihood estimation in frailty models. Scand. J. Statist., 19, 25–43.

    MathSciNet  MATH  Google Scholar 

  • Oakes, D. (1989). Bivariate survival models induced by frailties. J. Amer. Statist. Assoc, 84 487–493.

    Article  MathSciNet  MATH  Google Scholar 

  • Prentice, R.L. and Cai, J. (1992). Covariance and survivor function estimation using censored multivariate failure time data. Biometrika, 79, 495–512.

    Article  MathSciNet  MATH  Google Scholar 

  • Prentice, R.L. and Hsu, L. (1997). Regression on hazard ratios and crossratios in multivariate failure time analysis. Biometrika, in press.

    Google Scholar 

  • Prentice, R.L. and Zhao, L.P. (1991). Estimating equations for parameters in means and covariances of multivariate discrete and continuous responses. Biometrics, 47, 825–839.

    Article  MathSciNet  MATH  Google Scholar 

  • Wei, L.J., Lin, D.Y. and Weissfeld, L. (1989). Regression analysis of multivariate incomplete failure time data by modelling marginal distributions. J. Amer. Statist. Assoc., 84, 1065–1073.

    Article  MathSciNet  Google Scholar 

  • Whittemore, A.S. (1995). Logistic regression of family data from casecontrol studies. Biometrika, 82, 57–67.

    Article  MATH  Google Scholar 

Download references

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 1997 Springer-Verlag New York, Inc.

About this paper

Cite this paper

Prentice, R.L., Hsu, L. (1997). Multivariate Failure Time Data: Representation and Analysis. In: Lin, D.Y., Fleming, T.R. (eds) Proceedings of the First Seattle Symposium in Biostatistics. Lecture Notes in Statistics, vol 123. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-6316-3_2

Download citation

  • DOI: https://doi.org/10.1007/978-1-4684-6316-3_2

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-94992-5

  • Online ISBN: 978-1-4684-6316-3

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics