Estimation for recurrent events through conditional estimating equations

We present new estimators for the statistical analysis of the dependence of the mean gap time length between consecutive recurrent events, on a set of explanatory random variables and in the presence of right censoring. The dependence is expressed through regression-like and overdispersion parameter...

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Bibliographic Details
Published inarXiv.org
Main Authors Schiopu-Kratina, Ioana, Hai Yan Liu, Mayer Alvo, Pierre-Jerome Bergeron
Format Paper
LanguageEnglish
Published Ithaca Cornell University Library, arXiv.org 08.09.2021
Subjects
Asymptotic properties
Estimation
Estimators
Mean
Normality
Parameter estimation
Random variables
Statistical analysis
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Summary:We present new estimators for the statistical analysis of the dependence of the mean gap time length between consecutive recurrent events, on a set of explanatory random variables and in the presence of right censoring. The dependence is expressed through regression-like and overdispersion parameters, estimated via conditional estimating equations. The mean and variance of the length of each gap time, conditioned on the observed history of prior events and other covariates, are known functions of parameters and covariates. Under certain conditions on censoring, we construct normalized estimating functions that are asymptotically unbiased and contain only observed data. We discuss the existence, consistency and asymptotic normality of a sequence of estimators of the parameters, which are roots of these estimating equations. Simulations suggest that our estimators could be used successfully with a relatively small sample size in a study of short duration.
ISSN:2331-8422