Modelling alternately recurring events using subject specific hazard estimation approach

The motivation for this paper is to account for subject specific variations in a Cox proportional hazard model for alternating recurrent events. This is done through two sets of frailty components, whose marginal distributions are bound together by a copula function. The likelihood function involves...

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Published inJournal of biopharmaceutical statistics Vol. 35; no. 3; pp. 321 - 342
Main Authors Chatterjee, Moumita, Sen Roy, Sugata, Ganguli, Bhaswati
Format Journal Article
LanguageEnglish
Published England Taylor & Francis 04.05.2025
Taylor & Francis Ltd
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Summary:The motivation for this paper is to account for subject specific variations in a Cox proportional hazard model for alternating recurrent events. This is done through two sets of frailty components, whose marginal distributions are bound together by a copula function. The likelihood function involves unobservable variables, which requires the use of the EM algorithm. This leads to intractable integrals, which after some approximations, are solved using computationally intensive techniques. The results are applied to a real-life data. A simulation study is also carried out to check for consistency.
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ISSN:1054-3406
1520-5711
1520-5711
DOI:10.1080/10543406.2024.2317772