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http://hdl.handle.net/1942/21320
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DC Field | Value | Language |
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dc.contributor.author | PRENEN, Leen | - |
dc.contributor.author | BRAEKERS, Roel | - |
dc.contributor.author | DUCHATEAU, Luc | - |
dc.date.accessioned | 2016-05-30T14:14:50Z | - |
dc.date.available | 2016-05-30T14:14:50Z | - |
dc.date.issued | 2017 | - |
dc.identifier.citation | JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 79 (2), pag. 483-505 | - |
dc.identifier.issn | 1369-7412 | - |
dc.identifier.uri | http://hdl.handle.net/1942/21320 | - |
dc.description.abstract | For the analysis of clustered survival data, two different types of models that take the association into account, are commonly used: frailty models and copula models. Frailty models assume that conditional on a frailty term for each cluster, the hazard functions of individuals within that cluster are independent. These unknown frailty terms with their imposed distribution are used to express the association between the different individuals in a cluster. Copula models on the other hand assume that the joint survival function of the individuals within a cluster is given by a copula function, evaluated in the marginal survival function of each individual. It is the copula function which describes the association between the lifetimes within a cluster. A major disadvantage of the present copula models over the frailty models is that the size of the different clusters must be small and equal in order to set up manageable estimation procedures for the different model parameters. We describe in this manuscript a copula model for clustered survival data where the clusters are allowed to be moderate to large and varying in size by considering the class of Archimedean copulas with completely monotone generator. We develop both one- and two-stage estimators for the different copula parameters. Furthermore we show the consistency and asymptotic normality of these estimators. Finally, we perform a simulation study to investigate the finite sample properties of the estimators. We illustrate the method on a data set containing the time to first insemination in cows, with cows clustered in herds. | - |
dc.description.sponsorship | The authors gratefully acknowledge the financial support from the Interuniversity Attraction Poles programme (network P7/06) of the Belgian Science Policy Office. For the simulations we used the infrastructure of the Flemish Supercomputer Center, funded by the Hercules Foundation and the Flemish Government-department Economics, Science and Innovation. Furthermore we thank the Joint Editor, Associate Editor and two referees for their comments on the first version of this manuscript. These helped us to improve it and to clarify our research. | - |
dc.language.iso | en | - |
dc.rights | © 2016 Royal Statistical Society | - |
dc.subject.other | Archimedean copula; multivariate survival data; varying cluster size | - |
dc.title | Extending the Archimedean copula methodology to model multivariate survival data grouped in clusters of variable size | - |
dc.type | Journal Contribution | - |
dc.identifier.epage | 505 | - |
dc.identifier.issue | 2 | - |
dc.identifier.spage | 483 | - |
dc.identifier.volume | 79 | - |
local.format.pages | 24 | - |
local.bibliographicCitation.jcat | A1 | - |
dc.description.notes | Braekers, R (reprint author), Univ Hasselt, Interuniv Inst Biostatist & Stat Bioinformat, Martelarenlaan 42, B-3500 Hasselt, Belgium. roel.braekers@uhasselt.be | - |
local.type.refereed | Refereed | - |
local.type.specified | Article | - |
local.class | IncludeIn-ExcludeFrom-List/ExcludeFromFRIS | - |
dc.identifier.doi | 1369-7412/17/79000 | - |
dc.identifier.isi | 000394910700007 | - |
item.fulltext | With Fulltext | - |
item.fullcitation | PRENEN, Leen; BRAEKERS, Roel & DUCHATEAU, Luc (2017) Extending the Archimedean copula methodology to model multivariate survival data grouped in clusters of variable size. In: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 79 (2), pag. 483-505. | - |
item.accessRights | Open Access | - |
item.contributor | PRENEN, Leen | - |
item.contributor | BRAEKERS, Roel | - |
item.contributor | DUCHATEAU, Luc | - |
item.validation | ecoom 2018 | - |
crisitem.journal.issn | 1369-7412 | - |
crisitem.journal.eissn | 1467-9868 | - |
Appears in Collections: | Research publications |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Archimedean2016-1.pdf | Peer-reviewed author version | 338.37 kB | Adobe PDF | View/Open |
Prenen_et_al-2017-Journal_of_the_Royal_Statistical_Society%3A_Series_B_%28Statistical_Methodology%29.pdf Restricted Access | Published version | 957 kB | Adobe PDF | View/Open Request a copy |
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