Abstract
Recurrent events data with a terminal event (e.g. death) often arise in clinical and observational studies. Most of existing models assume multiplicative covariate effects and model the conditional recurrent event rate given survival. In this article, we propose a general additive-multiplicative rates model for recurrent event data in the presence of a terminal event, where the terminal event stop the further occurrence of recurrent events. Based on the estimating equation approach and the inverse probability weighting technique, we propose two procedures for estimating the regression parameters and the baseline mean function. The asymptotic properties of the resulting estimators are established. In addition, some graphical and numerical procedures are presented for model checking. The finite-sample behavior of the proposed methods is examined through simulation studies, and an application to a bladder cancer study is also illustrated.
Similar content being viewed by others
References
Andersen, P.K., Gill, R.D. Cox’s regression model for counting processes: a large sample study. Ann. Stat., 10: 1100–1120 (1982)
Breslow, N.E. Covariance analysis of censored survival data. Biometrics 30: 89–99 (1974)
Byar, D.P. The Veterans Administration study of chemoprophylaxis for recurrent stage I bladder tumors: comparisons of placebo, pyridoxine and topical thiotepa. In: Pavone-Macaluso M, Smith PH, Edsmyr F (eds) Bladder tumors and other topics in urological oncology, PLenum, NY, 1980, 363–370
Chang, S.H., Wang, M.C. Conditional regression analysis for recurrence time data. J. Am. Stat. Assoc., 94: 1221–1230 (1999)
Cook, R.J., Lawless, J.F. Marginal analysis of recurrent events and a terminating event. Stat. Med. 16: 911–924 (1997)
Cook, R.J., Lawless, J.F. The statistical analysis of recurrent events. Springer-Verlag, New York, 2007
Cox, D.R. Partial likelihood. Biometrika, 62: 269–276 (1975)
Ghosh, D, Lin, D.Y. Nonparametric analysis of recurrent events and death. Biometrics, 56: 554–562 (2000)
Ghosh, D, Lin, D.Y. Marginal regression models for recurrent and terminal events. Stat. Sin., 12: 663–688 (2002)
Huang, C.Y., Wang, M.C. Joint modeling and estimation of recurrent event processes and failure time. J. Am. Stat. Assoc., 99: 1153–1165 (2004)
Kalbfleisch, J.D., Prentice, R.L. The statistical analysis of failure time data, 2nd end. Wiley, New York, 2002
Lawless, J.F., Nadeau, C. Some simple robust methods for the analysis of recurrent events. Technometrics, 37: 158–168 (1995)
Lee, E.W., Wei, L.J., Amato, D.A. Cox-type regression analysis for large numbers of small groups of correlated failure time observations. In: Survival analysis: state of the art. Klein JP, Goel PK (eds), Kluwer Academic Publishers, Dordrecht, 237–247, 1992
Liang, K.Y., Zeger, S.L. Longitudinal data analysis using generalized linear models. Biometrika 73: 13–22 (1986)
Lin, D.Y., Wei, L.J., Yang, I, Ying, Z. Semiparametric regression for the mean and tate functions of recurrent events. J. Roy. Stat. Soc. (Ser. B), 62: 711–730 (2000)
Lin, D.Y., Wei, L.J., Ying, Z. Checking the Cox model with cumulative sums of martingale-based residuals. Biometrika, 80: 557–572 (1993)
Liu, L., Wolfe, R.A., Huang, X. Shared frailty models for recurrent events and a terminal event. Biometrics 60: 747–756 (2004)
Murphy, S.A. Asymptotic theory for the frailty model. Ann. Stat. 23: 182–198 (1995)
Nielsen, G.G., Gill, R.D., Andersen, P.K., Sorensen, TIA. A counting process approach to maximum likelihood estimation in frailty models. Scand. J. Stat. 19: 25–43 (1992)
Pepe, M.S., Cai, J. Some graphical displays and marginal regression analyses for recurrent failure times and time-dependent covariate. J. Am. Stat. Assoc., 88: 811–820 (1993)
Pollard, D. Empirical processes: theory and applications. Institute of Mathematical Statistics, Hayward, 1990
Prentice, R.L., Williams, B.J., Peterson, A.V. On the regression analysis of multivariate failure time data. Biometrika, 68: 373–379 (1981)
Schaubel, D.E., Zeng, D.L., Cai, J.W. A semiparametric additive rates model for recurrent event data. Lifetime Data Anal., 12: 389–406 (2006)
Schoenfeld, D. Partial residuals for the proportional hazards regression model. Biometrika, 69: 239–241 (1982)
Sun, J.G., Wei, L.J. Regression analysis of panel count data with covariate dependent observation and censoring times. J. Roy. Stat. Soc. (Ser. B), 62: 293–302 (2000)
Therneau, T.M., Grambsch, P.M., Fleming, T.R. Martingale-based residuals for survival models. Biometrika, 77: 147–160 (1990)
van der Vaart, A.W. Asymptotic statistics. Melbourne, Cambridge, 2000
van der Vaart, A.W., Wellner, J.A. Weak convergence and empirical processes. Springer-Verlag, New York, 1996
Wei, L.J., Lin, D.Y., Weissfeld, L. Regression analysis of multivariate incomplete failure time data by modeling marginal distributions. J. Am. Stat. Assoc. 84: 1065–1073 (1989)
Ye, Y.N., Kalbfleisch, J.D., Schaubel, D.E. Semiparametric analysis of correlated recurrent and terminal events. Biometrics 63: 78–87 (2007)
Zeng, D., Lin, D.Y. Efficient estimation of semiparametric transformation models for counting processes. Biometrika, 93: 627–640 (2006)
Zeng, D., Lin, D.Y. Semiparametric transformation models with random effects for recurrent events. J. Am. Stat. Assoc., 102: 167–180 (2007)
Zhang, Y. A semiparametric pseudolikelihood estimation method for panel count data. Biometrika 89: 39–48 (2002)
Zhao, H, Zhou, J, Sun, L.Q. A marginal additive rates model for recurrent event data with a terminal event. Communications in Statistics-theory and Methods, 42: 2567–2583 (2013)
Author information
Authors and Affiliations
Corresponding author
Additional information
Supported by the National Natural Science Foundation of China (No. 11371354), Young Elite Program of Beijing (YETP150) and Science and Technology Project of Beijing Municipal Education Commission (KM201411232019).
Rights and permissions
About this article
Cite this article
Cheng, Xm., Kang, Fy., Zhou, J. et al. A general additive-multiplicative rates model for recurrent and terminal events. Acta Math. Appl. Sin. Engl. Ser. 31, 1115–1130 (2015). https://doi.org/10.1007/s10255-015-0540-y
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10255-015-0540-y
Keywords
- additive-multiplicative rates
- estimating equation
- marginal model
- model checking
- recurrent events
- terminal event