Conditional copula models for right‐censored clustered event time data

&NA; This article proposes a modeling strategy to infer the impact of a covariate on the dependence structure of right‐censored clustered event time data. The joint survival function of the event times is modeled using a conditional copula whose parameter depends on a cluster‐level covariate in a functional way. We use a local likelihood approach to estimate the form of the copula parameter and outline a generalized likelihood ratio‐type test strategy to formally test its constancy. A bootstrap procedure is employed to obtain an approximate p‐value for the test. The performance of the proposed estimation and testing methods is evaluated in simulations under different rates of right‐censoring and for various parametric copula families, considering both parametrically and nonparametrically estimated margins. We apply the methods to data from the Diabetic Retinopathy Study to assess the impact of age at diabetes onset on the time to loss of visual acuity.

[1]  T. Louis,et al.  Inferences on the association parameter in copula models for bivariate survival data. , 1995, Biometrics.

[2]  D. Clayton A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence , 1978 .

[3]  Irène Gijbels,et al.  Semiparametric estimation of conditional copulas , 2012, J. Multivar. Anal..

[4]  Aidong Adam Ding,et al.  Local linear estimation of concordance probability with application to covariate effects models on association for bivariate failure-time data , 2015, Lifetime data analysis.

[5]  D. Oakes A Model for Association in Bivariate Survival Data , 1982 .

[6]  Kjersti Aas,et al.  On the simplified pair-copula construction - Simply useful or too simplistic? , 2010, J. Multivar. Anal..

[7]  Paul Janssen,et al.  Goodness-of-fit tests for the frailty distribution in proportional hazards models with shared frailty. , 2013, Biostatistics.

[8]  Radu V. Craiu,et al.  Dependence Calibration in Conditional Copulas: A Nonparametric Approach , 2011, Biometrics.

[9]  Claudia Czado,et al.  Vine copula based inference of multivariate event time data , 2016 .

[10]  Andrew J. Patton Modelling Asymmetric Exchange Rate Dependence , 2006 .

[11]  R. Tibshirani,et al.  Local Likelihood Estimation , 1987 .

[12]  P. Hougaard A class of multivanate failure time distributions , 1986 .

[13]  Ekaterina V. Chimitova,et al.  A Method for Selection of the Optimal Bandwidth Parameter for Beran’s Nonparametric Estimator , 2014 .

[14]  Christian Genest,et al.  Beyond simplified pair-copula constructions , 2012, J. Multivar. Anal..

[15]  Karen A. F. Copeland Local Polynomial Modelling and its Applications , 1997 .

[16]  Thibault Vatter,et al.  Generalized additive models for conditional dependence structures , 2015, J. Multivar. Anal..

[17]  Somnath Datta,et al.  A Bootstrap Approach to Nonparametric Regression for Right Censored Data , 2001 .

[18]  Radu V. Craiu,et al.  Statistical testing of covariate effects in conditional copula models , 2013 .

[19]  Ali Gannoun,et al.  Comparison of kernel estimators of conditional distribution function and quantile regression under censoring , 2007 .

[20]  Zhiliang Ying,et al.  Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship , 2008, Journal of econometrics.

[21]  Paul Janssen,et al.  Copula based flexible modeling of associations between clustered event times , 2016, Lifetime data analysis.

[22]  R Brookmeyer,et al.  Modelling paired survival data with covariates. , 1989, Biometrics.

[23]  Jean-David Fermanian,et al.  Single-index copulae , 2015, 1512.07621.

[24]  Jianqing Fan,et al.  Nonparametric Inferences for Additive Models , 2005 .

[25]  Paul Janssen,et al.  Modelling udder infection data using copula models for quadruples , 2009 .

[26]  Jianqing Fan,et al.  Generalized likelihood ratio statistics and Wilks phenomenon , 2001 .

[27]  Jianqing Fan,et al.  Generalised likelihood ratio tests for spectral density , 2004 .

[28]  Antai Wang On the nonidentifiability property of Archimedean copula models under dependent censoring , 2012 .

[29]  Anthony C. Davison,et al.  Bootstrap Methods and Their Application , 1998 .