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Copula based flexible modeling of associations between clustered event times
Candida Geerdens1, Gerda Claeskens2, Paul Janssen1
1Center for Statistics, I-BioStat, Universiteit Hasselt, Agoralaan 1, 3590, Diepenbeek, Belgium.
This study introduces flexible multi-dimensional copulas for correlated survival data. The methods accurately model clustered, right-censored data and aid in reliable model selection for complex datasets.
Area of Science:
- Biostatistics
- Statistical Modeling
- Survival Analysis
Background:
- Multivariate survival data exhibit correlations within clusters.
- Accurate modeling is crucial for understanding complex event times.
Purpose of the Study:
- To develop and apply advanced copula models for multivariate survival data.
- To address challenges in modeling clustered and right-censored survival data.
- To establish criteria for robust model selection in survival analysis.
Main Methods:
- Construction of multi-dimensional copulas with flexible dependence structures.
- Modeling clustered right-censored survival data using mixtures of max-infinitely divisible bivariate copulas.
- Likelihood-based fitting with finite difference approximation for copula derivatives.
- Formulation of conditions for consistent information criteria for model selection.
Main Results:
- Developed a novel approach for modeling correlated survival data.
- Successfully fitted complex clustered right-censored survival data.
- Demonstrated the utility of the methodology with a four-dimensional time-to-mastitis dataset.
- Provided theoretical underpinnings for model selection consistency.
Conclusions:
- The proposed copula methodology offers a flexible and robust framework for multivariate survival data analysis.
- The finite difference approximation effectively handles complex likelihood calculations.
- The established conditions ensure reliable model selection for clustered survival data.
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