Abstract
We consider a Gaussian copula model for multivariate survival times. Estimation of the copula association parameter is easily implemented with existing software using a two-stage estimation procedure. Using the Gaussian copula, we are able to test whether the association parameter is equal to zero. When the association term is positive, the model can be extended to incorporate cluster-level frailty terms. Asymptotic properties are derived under the two-stage estimation scheme. Simulation studies verify finite sample utility. We apply the method to a Children's Oncology Group multi-center study of acute lymphoblastic leukemia. The analysis estimates marginal treatment effects and examines potential clustering within treatment institution.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
