We provide ways to test the fit of a parametric copula family for bivariate censored data with or without covariates. The proposed copula family is tested by embedding it in an expanded parametric family of copulas. When parameters in the proposed and the expanded copula models are estimated by maximum likelihood, a likelihood ratio test can
be used. However, when they are estimated by two-stage pseudolikelihood estimation, the corresponding test is a pseudolikelihood ratio test. The two-stage procedures offer less computation, which is especially attractive when the marginal lifetime distributions are specified nonparametrically or semiparametrically. It is shown that the likelihood ratio test is consistent even when the expanded model is misspecified. Power comparisons of the
likelihood ratio and the pseudolikelihood ratio tests with some other goodness-of-fit tests are performed both when the expanded family is correct and when it is misspecified. They
indicate that model expansion provides a convenient, powerful and robust approach.
We introduce a semiparametric maximum likelihood estimation method in which the
copula parameter is estimated without assumptions on the marginal distributions. This method and the two-stage semiparametric estimation method suggested by Shih and Louis (1995) are generalized to regression models with Cox proportional hazards margins. The two-stage semiparametric estimator of the copula parameter is found to be about as good
as the semiparametric maximum likelihood estimator. Semiparametric likelihood ratio
and pseudolikelihood ratio tests are considered to provide goodness of fit tests for a copula model without making parametric assumptions for the marginal distributions. Both when the expanded family is correct and when it is misspecified, the semiparametric pseudolikelihood ratio test is almost as powerful as the parametric likelihood ratio and pseudolikelihood ratio tests while achieving robustness to the form of the marginal distributions. The methods are illustrated on applications in medicine and insurance.
Sequentially observed survival times are of interest in many studies but there are difficulties in modeling and analyzing such data. First, when the duration of followup is limited and the times for a given individual are not independent, the problem of induced dependent censoring arises for the second and subsequent survival times. Non-identifiability of the marginal survival distributions for second and later times is another issue, since they are
observable only if preceding survival times for an individual are uncensored. In addition, in some studies, a significant proportion of individuals may never have the first event. Fully parametric models can deal with these features, but lack of robustness is a concern, and methods of assessing fit are lacking. We introduce an approach to address these issues. We model the joint distribution of the successive survival times by using copula functions,
and provide semiparametric estimation procedures in which copula parameters are estimated without parametric assumptions on the marginal distributions. The performance
of semiparametric estimation methods is compared with some other estimation methods in simulation studies and shown to be good. The methodology is applied to a motivating
example involving relapse and survival following colon cancer treatment.
| Identifer | oai:union.ndltd.org:WATERLOO/oai:uwspace.uwaterloo.ca:10012/4571 |
| Date | 11 August 2009 |
| Creators | Yilmaz, Yildiz Elif |
| Source Sets | University of Waterloo Electronic Theses Repository |
| Language | English |
| Detected Language | English |
| Type | Thesis or Dissertation |
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