PARAMETRIC LIKELIHOODS FOR MULTIPLE NONFATAL COMPETING RISKS AND DEATH

Authors
Citation
Y. Shen et Pf. Thall, PARAMETRIC LIKELIHOODS FOR MULTIPLE NONFATAL COMPETING RISKS AND DEATH, Statistics in medicine, 17(9), 1998, pp. 999-1015
Citations number
35
Categorie Soggetti
Statistic & Probability","Medicine, Research & Experimental","Public, Environmental & Occupation Heath","Statistic & Probability","Medical Informatics
Journal title
ISSN journal
02776715
Volume
17
Issue
9
Year of publication
1998
Pages
999 - 1015
Database
ISI
SICI code
0277-6715(1998)17:9<999:PLFMNC>2.0.ZU;2-F
Abstract
Clinical trials of fatal diseases often focus on one or more non-fatal events, in addition to survival, both to characterize morbidity and t o improve survival estimates. Three statistical complications are that the time to each non-fatal event and subsequent residual survival may be either positively or negatively associated, the times to death wit h or without an antecedent event often have very different distributio ns, and death may censor some of the non-fatal event times. Consequent ly, the overall survival time distribution is a mixture of the distrib utions corresponding to the possible antecedent non-fatal events. Thes e conditions violate the usual assumptions underlying many statistical methods for analysing multivariate time-to-event data. In this paper, we consider a general parametric model for multiple non-fatal competi ng risks and death. The model accounts for positive or negative associ ation between the time of each non-fatal event and subsequent survival while accommodating covariates and the usual administrative censoring . Each event time distribution is specified marginally by a three-para meter generalized odds rate model, and the time of each non-fatal even t and subsequent residual survival are combined under a bivariate gene ralized von Morgenstern distribution. The approach is illustrated by a pplication to two data sets from clinical trials in colon cancer and a cute leukaemia. (C) 1998 John Wiley & Sons, Ltd.