Estimation of the cumulative baseline hazard function for dependently right-censored failure time data

Antai Wang; Xieyang Jia; Zhezhen Jin

doi:10.1080/02664763.2020.1795818

Estimation of the cumulative baseline hazard function for dependently right-censored failure time data

J Appl Stat. 2020 Jul 20;48(8):1416-1428. doi: 10.1080/02664763.2020.1795818. eCollection 2021.

Authors

Antai Wang¹, Xieyang Jia², Zhezhen Jin³

Affiliations

¹ Department of Mathematical Sciences, New Jersey Institute of Technology, Newark, NJ, USA.
² Merck & Co., Philadelphia, PA, USA.
³ Department of Biostatistics, Columbia University, New York, NY, USA.

Abstract

In this paper, we study the properties of a special class of frailty models when the frailty is common to several failure times. The models are closely linked to Archimedean copula models. We establish a useful formula for cumulative baseline hazard functions and develop a new estimator for cumulative baseline hazard functions in bivariate frailty regression models. Based on our proposed estimator, we present a graphical model checking procedure. We fit a leukemia data set using our model and end our paper with some discussions.

Keywords: Archimedean copula models; bivariate frailty models; cumulative hazard functions; survival analysis.