Bond, Simon J. and Shaw, J. Ewart H. (2006) Bounds on the covariate-time transformation for competing-risks survival analysis. Lifetime Data Analysis, Vol.12 (No.3). pp. 285-303. doi:10.1007/s10985-006-9015-z

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Abstract

A fundamental problem with the latent-time framework in competing risks is the lack of identifiability of the joint distribution. Given observed covariates along with assumptions as to the form of their effect, then identifiability may obtain. However it is difficult to check any assumptions about form since a more general model may lose identifiability. This paper considers a general framework for modelling the effect of covariates, with the single assumption that the copula dependency structure of the latent times is invariant to the covariates. This framework consists of a set of functions: the covariate-time transformations. The main result produces bounds on these functions, which are derived solely from the crude incidence functions. These bounds are a useful model checking tool when considering the covariate-time transformation resulting from any particular set of further assumptions. An example is given where the widely-used assumption of independent competing risks is checked.

Item Type:	Journal Article
Subjects:	Q Science > QA Mathematics
Divisions:	Faculty of Science > Statistics
Journal or Publication Title:	Lifetime Data Analysis
Publisher:	Springer New York LLC
ISSN:	1380-7870
Official Date:	September 2006
Dates:	Date Event September 2006 Published
Volume:	Vol.12
Number:	No.3
Number of Pages:	19
Page Range:	pp. 285-303
DOI:	10.1007/s10985-006-9015-z
Status:	Peer Reviewed
Publication Status:	Published
Access rights to Published version:	Restricted or Subscription Access

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