Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula

2018 ◽  
Vol 33 (3) ◽  
pp. 1293-1323 ◽  
Author(s):  
Jia-Han Shih ◽  
Takeshi Emura
2013 ◽  
Vol 29 (5) ◽  
pp. 905-919 ◽  
Author(s):  
Sokbae Lee ◽  
Arthur Lewbel

We provide new conditions for identification of accelerated failure time competing risks models. These include Roy models and some auction models. In our setup, unknown regression functions and the joint survivor function of latent disturbance terms are all nonparametric. We show that this model is identified given covariates that are independent of latent errors, provided that a certain rank condition is satisfied. We present a simple example in which our rank condition for identification is verified. Our identification strategy does not depend on identification at infinity or near zero, and it does not require exclusion assumptions. Given our identification, we show estimation can be accomplished using sieves.


2019 ◽  
Vol 119 (11) ◽  
pp. 1849-1859 ◽  
Author(s):  
Alberto Carmona-Bayonas ◽  
Paula Jimenez-Fonseca ◽  
Marcelo Garrido ◽  
Ana Custodio ◽  
Raquel Hernandez ◽  
...  

AbstractResearch into cancer-associated thrombosis (CAT) entails managing dynamic data that pose an analytical challenge. Thus, methods that assume proportional hazards to investigate prognosis entail a risk of misinterpreting or overlooking key traits or time-varying effects. We examined the AGAMENON registry, which collects data from 2,129 patients with advanced gastric cancer. An accelerated failure time (AFT) multistate model and flexible competing risks regression were used to scrutinize the time-varying effect of CAT, as well as to estimate how covariates dynamically predict cumulative incidence. The AFT model revealed that thrombosis shortened progression-free survival and overall survival with adjusted time ratios of 0.72 and 0.56, respectively. Nevertheless, its prognostic effect was nonproportional and disappeared over time if the subject managed to survive long enough. CAT that occurred later had a more pronounced prognostic effect. In the flexible competing risks model, multiple covariates were seen to have significant time-varying effects on the cumulative incidence of CAT (Khorana score, secondary thromboprophylaxis, high tumor burden, and cisplatin-containing regimen), whereas other predictors exerted a constant effect (signet ring cells and primary thromboprophylaxis). The model that assumes proportional hazards was incapable of capturing the effect of these covariates and predicted the cumulative incidence in a biased way. This study evinces that flexible and multistate models are a useful and innovative method to describe the dynamic effect of variables associated with CAT and should be more widely used.


2004 ◽  
Vol 36 (03) ◽  
pp. 774-790 ◽  
Author(s):  
Tim Bedford ◽  
Bo H. Lindqvist

Within reliability theory, identifiability problems arise through competing risks. If we have a series system of several components, and if that system is replaced or repaired to as good as new on failure, then the different component failures represent competing risks for the system. It is well known that the underlying component failure distributions cannot be estimated from the observable data (failure time and identity of failed component) without nontestable assumptions such as independence. In practice many systems are not subject to the ‘as good as new’ repair regime. Hence, the objective of this paper is to contrast the identifiability issues arising for different repair regimes. We consider the problem of identifying a model within a given class of probabilistic models for the system. Different models corresponding to different repair strategies are considered: a partial-repair model, where only the failing component is repaired; perfect repair, where all components are as good as new after a failure; and minimal repair, where components are only minimally repaired at failures. We show that on the basis of observing a single socket, the partial-repair model is identifiable, while the perfect- and minimal-repair models are not.


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