Semiparametric inference for an accelerated failure time model with dependent truncation

Abstract

Truncated data are commonly seen in studies of biomedicine, epidemiology, astronomy and econometrics. Existing regression methods for analyzing left-truncated and right-censored data have been developed under the assumption that the lifetime variable of interest is independent of both truncation and censoring variables. In this article, we propose a semiparametric accelerated failure time model that incorporates both covariates and the truncation variable as regressors. The proposed model utilizes the truncation information in statistical modeling and hence allows for dependent truncation. For estimation, we develop a set of estimating equations constructed from the log-rank and quasi-independence test statistics. We show that the resulting estimators are consistent and asymptotically normal. We also propose an explicit formula for variance estimation based on a kernel method. Finite-sample performances of the estimators are studied by simulations. The proposed methodology is applied to analyze a real data for illustration.

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

References

  1. Beaudoin, D., Lakhal-Chaieb, L. (2008). Archimedean copula model selection under dependent truncation. Statistics in Medicine, 27, 4440–4454.

  2. Braekers, R., Veraverbeke, N. (2005). A copula-graphic estimator for the conditional survival function under dependent censoring. The Canadian Journal of Statistics, 33, 429–447.

  3. Chaieb, L., Rivest, L.-P., Abdous, B. (2006). Estimating survival under a dependent truncation. Biometrika, 93, 655–669.

  4. Chen, Y.-H. (2010). Semiparametric marginal regression analysis for dependent competing risks under an assumed copula. Journal of the Royal Statistical Society, Series B, 72, 235–51.

    MathSciNet  Article  Google Scholar 

  5. Chen, C.-H., Tsai, W.-Y., Chao, W.-H. (1996). The product-moment correlation coefficient and linear regression for truncated data. Journal of the American Statistical Association, 91, 1181–1186.

  6. de Uña-Álvarez, J. (2010). Nonparametric estimation of a conditional distribution from length-biased data. Annals of the Institute of Statistical Mathematics, 62, 323–341.

    MathSciNet  Article  MATH  Google Scholar 

  7. de Uña-Álvarez, J. (2012). On the Markov three-state progressive model, Recent Advances in System Reliability. New York: Springer.

  8. Emura, T., Chen, Y.-H. (2014). Gene selection for survival data under dependent censoring: a copula-based approach. Statistical Methods in Medical Research. doi:10.1177/0962280214533378.

  9. Emura, T., Murotani, K. (2015). An algorithm for estimating survival under a copula-based dependent truncation model. TEST. doi:10.1007/s11749-015-0432-8.

  10. Emura, T., Wang, W. (2010). Testing quasi-independence for truncation data. Journal of Multivariate Analysis, 101, 223–239.

  11. Emura, T., Wang, W. (2012). Nonparametric maximum likelihood estimation for dependent truncation data based on copulas. Journal of Multivariate Analysis, 110, 171–188.

  12. Emura, T., Wang, W., Hung, H. N. (2011). Semi-parametric inference for copula models for truncated data. Statistica Sinica, 21, 349–367.

  13. Hyde, J. (1980). Survival analysis with incomplete observations. In: R. G. Miller, B. Efron, B. W. Brown, L. E. Moses (eds.), Biostatistics Casebook (pp. 31–46). New York: Wiley.

  14. Jin, Z., Lin, D. Y., Wei, L.-J., Ying, Z. (2003). Rank-based inference for the accelerated failure time model. Biometrika, 90, 341–353.

  15. Jones, M., Crowley, J. (1992). Nonparametric tests for the Markov model for survival data. Biometrika, 79, 513–522.

  16. Kalbfleisch, J. D., Prentice, R. L. (2002). The Statistical Analysis of Failure Time Data (2nd ed.). New York: Wiley.

  17. Klein, J. P., Moeschberger, M. L. (2003). Survival analysis techniques for censored and truncated data. New York: Springer.

  18. Lai, T.-L., Ying, Z. (1991). Rank regression methods for left-truncated and right-censored data. Annals of Statistics, 19, 531–556.

  19. Martin, E. C., Betensky, R. A. (2005). Testing quasi-independence of failure and truncation via conditional Kendall’s tau. Journal of the American Statistical Association, 100, 484–492.

  20. Nelder, J. A., Mead, R. (1965). A simplex algorithm for function minimization. Computer Journal, 7, 308–313.

  21. Rodríguez, Girondo M., de Uña-Álvarez, J. (2012). Testing Markovian in the three-state progressive model via future-past association. Biometrical Journal, 54(2), 163–180.

  22. Sheather, S. (2004). Density estimation. Statistical Science, 19, 588–597.

    MathSciNet  Article  MATH  Google Scholar 

  23. Tsai, W.-Y. (1990). Testing the assumption of independence of truncation time and failure time. Biometrika, 77, 169–177.

    MathSciNet  Article  MATH  Google Scholar 

  24. Tsai, W.-Y., Jewell, N. P., Wang, M. C. (1987). A Note on the product-limit estimator under right censoring and left truncation. Biometrika, 74, 883–886.

  25. Van Der Vaart, A. W. (1998). Asymptotic Statistics, Cambridge Series in Statistics and Probabilistic Mathematics. Cambridge: Cambridge University Press.

    Google Scholar 

  26. Van Der Vaart, A. W., Wellner, J. A. (1996). Weak Convergence and Empirical Process. New York: Springer.

Download references

Acknowledgments

The authors thank the editor, associate editor and two reviewers for their helpful comments that substantially improve the manuscript. This work was supported by National Science Council of Taiwan under the grants: NSC 98-2118-M-009-003-MY2 (the second author) and NSC101-2118-M008-002-MY2 (the first author).

Author information

Affiliations

Authors

Corresponding author

Correspondence to Takeshi Emura.

About this article

Verify currency and authenticity via CrossMark

Cite this article

Emura, T., Wang, W. Semiparametric inference for an accelerated failure time model with dependent truncation. Ann Inst Stat Math 68, 1073–1094 (2016). https://doi.org/10.1007/s10463-015-0526-9

Download citation

Keywords

  • Biased sampling
  • Censored regression
  • Left truncation
  • Log-rank test
  • Product-limit estimator
  • Quasi-independence
  • Survival analysis