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Copula-frailty models for recurrent event data based on Monte Carlo EM algorithm

Publication ,  Journal Article
Bedair, KF; Hong, Y; Al-Khalidi, HR
Published in: Journal of Statistical Computation and Simulation
January 1, 2021

Multi-type recurrent events are often encountered in medical applications when two or more different event types could repeatedly occur over an observation period. For example, patients may experience recurrences of multi-type nonmelanoma skin cancers in a clinical trial for skin cancer prevention. The aims in those applications are to characterize features of the marginal processes, evaluate covariate effects, and quantify both the within-subject recurrence dependence and the dependence among different event types. We use copula-frailty models to analyze correlated recurrent events of different types. Parameter estimation and inference are carried out by using a Monte Carlo expectation-maximization (MCEM) algorithm, which can handle a relatively large (i.e. three or more) number of event types. Performances of the proposed methods are evaluated via extensive simulation studies. The developed methods are used to model the recurrences of skin cancer with different types.

Duke Scholars

Published In

Journal of Statistical Computation and Simulation

DOI

EISSN

1563-5163

ISSN

0094-9655

Publication Date

January 1, 2021

Volume

91

Issue

17

Start / End Page

3530 / 3548

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1403 Econometrics
  • 1402 Applied Economics
  • 0104 Statistics
 

Citation

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ICMJE
MLA
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Bedair, K. F., Hong, Y., & Al-Khalidi, H. R. (2021). Copula-frailty models for recurrent event data based on Monte Carlo EM algorithm. Journal of Statistical Computation and Simulation, 91(17), 3530–3548. https://doi.org/10.1080/00949655.2021.1942471
Bedair, K. F., Y. Hong, and H. R. Al-Khalidi. “Copula-frailty models for recurrent event data based on Monte Carlo EM algorithm.” Journal of Statistical Computation and Simulation 91, no. 17 (January 1, 2021): 3530–48. https://doi.org/10.1080/00949655.2021.1942471.
Bedair KF, Hong Y, Al-Khalidi HR. Copula-frailty models for recurrent event data based on Monte Carlo EM algorithm. Journal of Statistical Computation and Simulation. 2021 Jan 1;91(17):3530–48.
Bedair, K. F., et al. “Copula-frailty models for recurrent event data based on Monte Carlo EM algorithm.” Journal of Statistical Computation and Simulation, vol. 91, no. 17, Jan. 2021, pp. 3530–48. Scopus, doi:10.1080/00949655.2021.1942471.
Bedair KF, Hong Y, Al-Khalidi HR. Copula-frailty models for recurrent event data based on Monte Carlo EM algorithm. Journal of Statistical Computation and Simulation. 2021 Jan 1;91(17):3530–3548.

Published In

Journal of Statistical Computation and Simulation

DOI

EISSN

1563-5163

ISSN

0094-9655

Publication Date

January 1, 2021

Volume

91

Issue

17

Start / End Page

3530 / 3548

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1403 Econometrics
  • 1402 Applied Economics
  • 0104 Statistics