Bounds on the covariate-time transformation for competing-risks survival analysis
Bounds on the covariate-time transformation for competing-risks survival analysis
复制标题
竞争风险生存分析的协变量时间变换的界限
DOI：
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复制
发表时间：
2006
影响因子：
1.3
通讯作者：
John Ewart Hardern Shaw
中科院分区：
文献类型：
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作者：
S. Bond;John Ewart Hardern Shaw
潜在时间框架在竞争风险中的一个基本问题是缺乏联合分布的可识别性。给定观察到的协变量沿着及其效应形式的假设，则可获得可识别性。然而，很难检查任何关于形式的假设，因为更一般的模型可能会失去可识别性。本文考虑了一个一般框架建模的协变量的影响，与单一的假设，copula依赖结构的潜在时间是不变的协变量。该框架由一组函数组成：协变量-时间转换。主要结果产生这些功能，这是来自完全从原油的发病率函数的界限。当考虑由任何特定的进一步假设集产生的协变量-时间变换时，这些界限是一个有用的模型检查工具。给出了一个例子，其中广泛使用的独立竞争风险的假设检查。
A fundamental problem with the latent-time framework in competing risks is the lack of identifiability of the joint distribution. Given observed covariates along with assumptions as to the form of their effect, then identifiability may obtain. However it is difficult to check any assumptions about form since a more general model may lose identifiability. This paper considers a general framework for modelling the effect of covariates, with the single assumption that the copula dependency structure of the latent times is invariant to the covariates. This framework consists of a set of functions: the covariate-time transformations. The main result produces bounds on these functions, which are derived solely from the crude incidence functions. These bounds are a useful model checking tool when considering the covariate-time transformation resulting from any particular set of further assumptions. An example is given where the widely-used assumption of independent competing risks is checked.