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Dependence modeling for multi-type recurrent events via copulas.

Jooyoung Lee1, Richard J Cook1

  • 1Department of Statistics and Actuarial Science, University of Waterloo, ON, Canada.

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Summary
This summary is machine-generated.

This study introduces a new statistical model for analyzing multiple recurrent events, like infections. The model helps understand how different event types depend on each other, offering insights into risk factors.

Keywords:
EM algorithmcomposite likelihoodcopulafrailtymulti-type recurrent events

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Area of Science:

  • Biostatistics
  • Epidemiology
  • Statistical Modeling

Background:

  • Analyzing recurrent events with multiple types presents challenges in understanding dependence structures.
  • Existing models may not adequately capture heterogeneity in risk across different event types.

Purpose of the Study:

  • To propose a novel multivariate mixed-Poisson model for analyzing multiple recurrent events.
  • To model the dependence structure between different types of recurrent events using type-specific random effects and a Gaussian copula.
  • To apply the model to assess the impact of nutritional supplements on infection rates in malnourished children.

Main Methods:

  • Development of a multivariate mixed-Poisson model incorporating type-specific random effects.
  • Utilizing a Gaussian copula to associate random effects and model dependence.
  • Employing semiparametric inference based on composite likelihood for computational efficiency.

Main Results:

  • The proposed model effectively captures marginal features and provides interpretable results.
  • It accounts for heterogeneity in risk for each event type.
  • The model offers insights into the dependence structure between different types of recurrent events.

Conclusions:

  • The multivariate mixed-Poisson model with Gaussian copula is a flexible and interpretable tool for analyzing multiple recurrent events.
  • This approach is valuable for understanding complex event patterns and risk factors in health studies.
  • The application demonstrates the model's utility in evaluating interventions like nutritional supplements.