TY - JOUR
T1 - Two-stage estimation in copula models used in family studies
AU - Andersen, Elisabeth Anne Wreford
PY - 2005/9/1
Y1 - 2005/9/1
N2 - In this paper register based family studies provide the motivation for studying a two-stage estimation procedure in copula models for multivariate failure time data. The asymptotic properties of the estimators in both parametric and semi-parametric models are derived, generalising the approach by Shih and Louis (Biometrics vol. 51, pp. 1384-1399, 1995b) and Glidden (Lifetime Data Analysis vol. 6, pp. 141-156, 2000). Because register based family studies often involve very large cohorts a method for analysing a sampled cohort is also derived together with the asymptotic properties of the estimators. The proposed methods are studied in simulations and the estimators are found to be highly efficient. Finally, the methods are applied to a study of mortality in twins.
AB - In this paper register based family studies provide the motivation for studying a two-stage estimation procedure in copula models for multivariate failure time data. The asymptotic properties of the estimators in both parametric and semi-parametric models are derived, generalising the approach by Shih and Louis (Biometrics vol. 51, pp. 1384-1399, 1995b) and Glidden (Lifetime Data Analysis vol. 6, pp. 141-156, 2000). Because register based family studies often involve very large cohorts a method for analysing a sampled cohort is also derived together with the asymptotic properties of the estimators. The proposed methods are studied in simulations and the estimators are found to be highly efficient. Finally, the methods are applied to a study of mortality in twins.
KW - Cohort Studies
KW - Data Interpretation, Statistical
KW - Family
KW - Models, Statistical
U2 - 10.1007/s10985-005-2966-7
DO - 10.1007/s10985-005-2966-7
M3 - Journal article
C2 - 16133883
SN - 1380-7870
VL - 11
SP - 333
EP - 350
JO - Lifetime Data Analysis
JF - Lifetime Data Analysis
IS - 3
ER -