Bayesian bivariate survival analysis using the power variance function copula

Lifetime Data Anal. 2018 Apr;24(2):355-383. doi: 10.1007/s10985-017-9396-1. Epub 2017 May 23.

Abstract

Copula models have become increasingly popular for modelling the dependence structure in multivariate survival data. The two-parameter Archimedean family of Power Variance Function (PVF) copulas includes the Clayton, Positive Stable (Gumbel) and Inverse Gaussian copulas as special or limiting cases, thus offers a unified approach to fitting these important copulas. Two-stage frequentist procedures for estimating the marginal distributions and the PVF copula have been suggested by Andersen (Lifetime Data Anal 11:333-350, 2005), Massonnet et al. (J Stat Plann Inference 139(11):3865-3877, 2009) and Prenen et al. (J R Stat Soc Ser B 79(2):483-505, 2017) which first estimate the marginal distributions and conditional on these in a second step to estimate the PVF copula parameters. Here we explore an one-stage Bayesian approach that simultaneously estimates the marginal and the PVF copula parameters. For the marginal distributions, we consider both parametric as well as semiparametric models. We propose a new method to simulate uniform pairs with PVF dependence structure based on conditional sampling for copulas and on numerical approximation to solve a target equation. In a simulation study, small sample properties of the Bayesian estimators are explored. We illustrate the usefulness of the methodology using data on times to appendectomy for adult twins in the Australian NH&MRC Twin registry. Parameters of the marginal distributions and the PVF copula are simultaneously estimated in a parametric as well as a semiparametric approach where the marginal distributions are modelled using Weibull and piecewise exponential distributions, respectively.

Keywords: Archimedean copulas; Bayesian analysis; Dependence; Multivariate survival analysis.

MeSH terms

  • Algorithms
  • Australia
  • Bayes Theorem*
  • Data Interpretation, Statistical
  • Models, Statistical
  • Multivariate Analysis
  • Survival Analysis*